A note on spurious break
Year of publication: |
1998
|
---|---|
Authors: | Bai, Jushan |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 14.1998, 5, p. 663-669
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
Bai, Jushan, (2013)
-
Bai, Jushan, (2000)
-
Extremum Estimation when the Predictors are Estimated from Large Panels
Bai, Jushan, (2008)
- More ...