Sökning: "Simon Reese"

Hittade 1 uppsats innehållade orden Simon Reese.

  1. 1. Are tests for smooth structural change affected by data inaccuracies?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Simon Reese; [2012]
    Nyckelord :Structural breaks; measurement error; additive outliers; wavelet analysis; Business and Economics;

    Sammanfattning : The size and power of tests for smooth structural change are evaluated in the presence of random measurement error in the explanatory variable or outliers in the dependent variable of a univariate regression model. It is shown that the considered tests are robust to measurement error of a magnitude that can be found in real economic data. LÄS MER