A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
Year of publication: |
2018
|
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Authors: | Chang, Seong Yeon ; Perron, Pierre |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 6/10, p. 577-601
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Subject: | Bootstrap | confidence interval | dynamic regression models | inverted likelihood ratio | nonmonotonic power | serially correlated errors | structural change | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Bootstrap-Verfahren | Bootstrap approach |
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