Quantifying the data-dredging bias in structural break tests
Work
Year: 2021
Type: article
Abstract: Structural break tests are often applied as a pre-step to ensure the validity of subsequent statistical analyses. Without any a priori knowledge of the type of breaks to expect, eye-balling the data ... more
Source: Statistical Papers
Author Yannick Hoga
Institution University of Duisburg-Essen
Cites: 35
Cited by:
Related to: 10
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Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: hybrid
APC paid (est): $2,890
Grant ID HO 6305/1-1