Hi,
Does anyone know how to calculate the critical value for the known break point in Hansen stability test? I want to create a chart similar to those in "Tests for parameter instability in regressions with I(1) processes, Hansen (1992)?Thanks
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- Sun Jan 08, 2017 10:17 am
- Forum: Econometric Discussions
- Topic: hansen 1992
- Replies: 0
- Views: 5704