Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration
Year of publication: |
2010
|
---|---|
Authors: | Jouini, Jamel |
Published in: |
Statistical Papers. - Springer. - Vol. 51.2010, 1, p. 85-109
|
Publisher: |
Springer |
Subject: | Break date | Bootstrap techniques | Graphical methods |
-
Jouini, Jamel, (2006)
-
Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro, (2021)
-
Determinants and Sustainability of House Prices: The Case of Shanghai, China
Zou, Gao Lu, (2015)
- More ...
-
Regime switching in the reactions of stock markets in Saudi Arabia to oil price variations
Jouini, Jamel, (2019)
-
Barhoumi, Karim, (2008)
-
The Asian crisis contagion : a dynamic correlation approach analysis
Essaadi, Essahbi, (2009)
- More ...