Tests for structural change, aggregation, and homogeneity

C-Tier
Journal: Economic Modeling
Year: 2010
Volume: 27
Issue: 6
Pages: 1382-1391

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

Structural change can be considered by breaking up a sample into subsets and asking if these can be aggregated or pooled. Strategies for constructing tests for aggregation and structural change in this setting have not received sufficient attention in the literature. Our methodology for testing generalizes to multiple regimes a discussion of Pesaran et al. (1985) for the case of two regimes. This treatment permits a unified approach to a large number of testing problems discussed separately in the literature, as special cases or as parts of a test of homogeneity. We also provide a simple alternative to much more complex testing strategies currently being researched and developed in testing for structural change.

Technical Details

RePEc Handle
repec:eee:ecmode:v:27:y:2010:i:6:p:1382-1391
Journal Field
General
Author Count
3
Added to Database
2026-01-24