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Details for article 133 of 190 found articles
| Title: |
Response surfaces of MOSUM critical values |
| Author: |
Kuan, Chung-Ming Chen, Mai-Yuan |
| Appeared in: |
Applied economics letters |
| Paging: | Volume 9 (2002) nr. 2 pages 133-136 |
| Year: |
2002-02-10 |
| Contents: |
The response surfaces of MOSUM critical values are computed, from which the finite sample and asymptotic critical values for different moving window bandwidths can easily be calculated. Results also show that the finite-sample critical values originally suggested by Bauer and Hackl and the asymptotic critical values are much too large in finite samples. |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 133 of 190 found articles
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