"Testing for a break at an unknown change-point: a test with known size in small samples" by Clinton A Greene

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Testing for a break at an unknown change-point: a test with known size in small samples

Economics Letters (1999)

Clinton A Greene, University of Missouri–St. Louis

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Disciplines

Econometrics,
Statistics and Probability and
Mathematics

Publication Date

July 1, 1999

DOI

10.1016/S0165-1765(99)00073-7

Citation Information

Clinton A Greene. "Testing for a break at an unknown change-point: a test with known size in small samples" Economics Letters Vol. 64 Iss. 1 (1999) p. 13 - 16
Available at: http://works.bepress.com/clinton-greene/5/