{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,9,9]],"date-time":"2023-09-09T04:51:43Z","timestamp":1694235103505},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"4","license":[{"start":{"date-parts":[[2002,5,17]],"date-time":"2002-05-17T00:00:00Z","timestamp":1021593600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2002,8]]},"abstract":"<jats:p>This paper analyzes similar tests for structural change for \nthe normal linear regression model in finite samples. Using \nthe approach of Wald (1943, <jats:italic>American Mathematical Society \nTransactions<\/jats:italic> 54, 426\u2013482), Hillier (1987, \n<jats:italic>Econometric Theory<\/jats:italic> 3, 1\u201344), Andrews and Ploberger \n(1994, <jats:italic>Econometrica<\/jats:italic> 62, 1382\u20131414), and Andrews, \nLee, and Ploberger (1996, <jats:italic>Journal of Econometrics<\/jats:italic> 70, \n9\u201336), we characterize a class of optimal similar tests \nfor the existence of (possibly multiple) changepoints at unknown \ntimes. We extend the analysis of Andrews et al. (1996) by deriving \nweighted optimal similar tests for the case where the error \nvariance is not known. We also show that when the sample size \nis large, the tests of Andrews et al. constructed by replacing \nthe error variance with an estimate are equivalent to the optimal \ntest derived in this paper. Power comparisons are provided by \na small simulation study.<\/jats:p>","DOI":"10.1017\/s0266466602184027","type":"journal-article","created":{"date-parts":[[2002,11,14]],"date-time":"2002-11-14T22:02:47Z","timestamp":1037311367000},"page":"853-867","source":"Crossref","is-referenced-by-count":8,"title":["OPTIMAL SIMILAR TESTS FOR STRUCTURAL CHANGE FOR THE LINEAR \nREGRESSION MODEL"],"prefix":"10.1017","volume":"18","author":[{"given":"G.","family":"Forchini","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2002,5,17]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466602184027","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,1]],"date-time":"2019-04-01T19:28:29Z","timestamp":1554146909000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466602184027\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,5,17]]},"references-count":0,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2002,8]]}},"alternative-id":["S0266466602184027"],"URL":"https:\/\/doi.org\/10.1017\/s0266466602184027","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,5,17]]}}}