Is MORE LESS? The role of data augmentation in testing for structural breaks
研究了增大数据集规模对检测结构断点的影响，发现更大的样本量可能使判断结构断点是否存在变得更困难。
In this paper, we examine the impact of increasing the size of a data set in detecting structural breaks. Based on an empirical application, supported by theoretical justification and a simulation experiment, we find that larger sample sizes may make it more rather than less difficult to determine the existence of a structural break.