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1. Are tests for smooth structural change affected by data inaccuracies?
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : 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
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