The effect of regression design on optimal tests for finding break positions



Rao, Y ORCID: 0000-0003-1341-3456 and McCabe, B ORCID: 0000-0002-9731-1766
(2017) The effect of regression design on optimal tests for finding break positions. SSRN: https://ssrn.com/abstract=2867141.

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Item Type: Article
Additional Information: ** ITEM MARKED CONFIDENTIAL – HELD IN REVIEW ** Date: 2015 (submitted)
Uncontrolled Keywords: Structural Change, CUSUM Test, Bayes Rules, Multiple Decision Theory, Regression
Depositing User: Symplectic Admin
Date Deposited: 23 Mar 2017 14:00
Last Modified: 19 Jan 2023 07:09
URI: https://livrepository.liverpool.ac.uk/id/eprint/3006590