Is MORE LESS? The Role of Data Augmentation in Testing for Structural Breaks

Rao, Y ORCID: 0000-0003-1341-3456 and McCabe, B ORCID: 0000-0002-9731-1766 (2017) Is MORE LESS? The Role of Data Augmentation in Testing for Structural Breaks. Economics Letters, 155. pp. 131-134.

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Abstract

In this paper, we examine the impact of increasing the size of a data set in detecting structural breaks. Based on an empirical application, supported by theoretical justification and a simulation experiment, we find that larger sample sizes may make it more rather than less difficult to determine the existence of a structural break.

Item Type:	Article
Uncontrolled Keywords:	Structural change, CUSUM test, Regression
Depositing User:	Symplectic Admin
Date Deposited:	23 Mar 2017 13:05
Last Modified:	19 Jan 2023 07:09
DOI:	10.1016/j.econlet.2017.03.033
Related URLs:	Author Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3006589