Is MORE LESS? The role of data augmentation in testing for structural breaks

C-Tier
Journal: Economics Letters
Year: 2017
Volume: 155
Issue: C
Pages: 131-134

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:155:y:2017:i:c:p:131-134
Journal Field
General
Author Count
2
Added to Database
2026-01-26