Santos, Carlos2011-10-212011-10-212008-08SANTOS, Carlos - Impulse saturation break tests. Economics Letters. ISSN 0165-1765. Vol. 98 (2008) p. 136–143http://hdl.handle.net/10400.14/6621We develop a new class of tests for breaks at unknown dates based on impulse saturation. Theoretical Power is derived for mean and variance shifts. Empirical power is close to theory results. The test performs well in both cases.engIndicatorsBreaksGeneral-to-specificModel selectionPower of testsjournal article