{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,12]],"date-time":"2025-12-12T13:21:39Z","timestamp":1765545699486},"reference-count":14,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2011,8,2]],"date-time":"2011-08-02T00:00:00Z","timestamp":1312243200000},"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":[[2012,2]]},"abstract":"<jats:p>We propose a method, alternative to that of Estrella (2003, <jats:italic>Econometric Theory<\/jats:italic> 19, 1128\u20131143), of obtaining exact asymptotic <jats:italic>p<\/jats:italic>-values and critical values for the popular Andrews (1993, <jats:italic>Econometrica<\/jats:italic> 61, 821\u2013856) test for structural stability. The method is based on inverting an integral equation that determines the intensity of crossing a boundary by the asymptotic process underlying the test statistic. Further integration of the crossing intensity yields a <jats:italic>p<\/jats:italic>-value. The proposed method can potentially be applied to other stability tests that employ the supremum functional.<\/jats:p>","DOI":"10.1017\/s0266466611000314","type":"journal-article","created":{"date-parts":[[2011,8,2]],"date-time":"2011-08-02T10:52:10Z","timestamp":1312282330000},"page":"239-246","source":"Crossref","is-referenced-by-count":2,"title":["ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST"],"prefix":"10.1017","volume":"28","author":[{"given":"Stanislav","family":"Anatolyev","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Grigory","family":"Kosenok","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2011,8,2]]},"reference":[{"key":"S0266466611000314_ref14","doi-asserted-by":"publisher","DOI":"10.1090\/S0025-5718-1972-0299001-7"},{"key":"S0266466611000314_ref9","doi-asserted-by":"publisher","DOI":"10.1007\/BF01571626"},{"key":"S0266466611000314_ref7","doi-asserted-by":"publisher","DOI":"10.2307\/3212169"},{"key":"S0266466611000314_ref6","doi-asserted-by":"publisher","DOI":"10.1080\/03610928108828182"},{"key":"S0266466611000314_ref5","doi-asserted-by":"publisher","DOI":"10.1007\/BF01386223"},{"key":"S0266466611000314_ref3","doi-asserted-by":"publisher","DOI":"10.2307\/2998540"},{"key":"S0266466611000314_ref2","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00405"},{"key":"S0266466611000314_ref11","doi-asserted-by":"publisher","DOI":"10.1111\/1368-423X.00026"},{"key":"S0266466611000314_ref4","doi-asserted-by":"publisher","DOI":"10.1090\/S0025-5718-1974-0331830-5"},{"key":"S0266466611000314_ref10","first-page":"177","article-title":"Les fonctions al\u00e9atoires du type de Markoff associ\u00e9es \u00e0 certaines \u00e9quations lin\u00e9aires aux d\u00e9 riv\u00e9es partielles du type parabolique","volume":"22","author":"Fortet","year":"1943","journal-title":"Journal de Math\u00e9 matiques Pures et Appliqu\u00e9es"},{"key":"S0266466611000314_ref1","doi-asserted-by":"publisher","DOI":"10.2307\/2951764"},{"key":"S0266466611000314_ref8","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466603196107"},{"key":"S0266466611000314_ref13","doi-asserted-by":"publisher","DOI":"10.1017\/S002190020001857X"},{"key":"S0266466611000314_ref12","volume-title":"Numerical Methods in Economics","author":"Judd","year":"1998"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466611000314","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,26]],"date-time":"2019-04-26T01:52:03Z","timestamp":1556243523000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466611000314\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2011,8,2]]},"references-count":14,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2012,2]]}},"alternative-id":["S0266466611000314"],"URL":"https:\/\/doi.org\/10.1017\/s0266466611000314","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2011,8,2]]}}}