Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/7919
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dc.contributor.authorBação, Pedroen_US
dc.date.accessioned2009-02-17T10:47:43Z-
dc.date.available2009-02-17T10:47:43Z-
dc.date.issued2006en_US
dc.identifier.citationQuality and Quantity. 40:4 (2006) 611-628en_US
dc.identifier.urihttp://hdl.handle.net/10316/7919-
dc.description.abstractAbstract This paper provides analytical and Monte Carlo studies of the effect of different types of structural change (residual variance, process mean and process persistence) on the performance of the Chow/Wald stability test. We focus on the first-order autoregressive model, which has been used to estimate and assess changes in inflation persistence. Our results show that the autoregressive model is a difficult subject for the Chow test.en_US
dc.language.isoengeng
dc.rightsopenAccesseng
dc.titleThe Performance of Structural Change Testsen_US
dc.typearticleen_US
dc.identifier.doi10.1007/s11135-005-2073-6en_US
item.grantfulltextopen-
item.fulltextCom Texto completo-
crisitem.author.deptFaculdade de Economia, Universidade de Coimbra-
crisitem.author.researchunitGroup for Monetary and Financial Studies-
Appears in Collections:FEUC- Artigos em Revistas Internacionais
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