Testing structural stability with endogenous break point
Subtitle: a size comparison of analytic and bootstrap procedures
By: Francis X. Diebold, Celia Chen.
Contributors: Chen, Celia.
Series: Economic research working paper series / Federal Reserve Bank of Philadelphia, Economic Research Division -- no.11; Economic research working paper (Federal Reserve Bank of Philadelphia, Economic Research Division) -- no.11.
Publisher: Federal Reserve Bank of Philadelphia, Economic Research Division
Published: 1993
Place of publication: Philadelphia
Language: eng