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Predictive tests for structural change with unknown breakpoint

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References

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1988Testing for Structural Change in Dynamic Models259 cited
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2006Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization53 cited
2000Predictability in International Asset Returns: A Reexamination53 cited

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2013Using Samples of Unequal Length in Generalized Method of Moments Estimation38 cited

2003CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS37 cited

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2004Structural changes in volatility and stock market development: Evidence for Spain28 cited