Bruce E. Hansen
"Testing for structural change in conditional models"
Journal of Econometrics (2000)
The copyright to this article is held by the the Journal of Econometrics.
It may be downloaded, printed and reproduced only for personal or classroom use.
Absolutely no downloading or copying may be done for, or on behalf of, any for-profit commercial firm or other commercial purpose.
Download PDF file (245 KB)
Link to Programs and Data
Some of the above material is based upon work supported by the National Science Foundation under Grants No. SES-9022176, SES-9120576, SBR-9412339, and SBR-9807111.
Any opinions, findings, and conclusions, or recommendations expressed in this material are those of the author(s), and do not necessarily reflect the views of the NSF.