Confidence sets for the date of a single break in linear time series regressions
| Year of publication: |
2007
|
|---|---|
| Authors: | Elliott, Graham ; Muller, Ulrich K. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 141.2007, 2, p. 1196-1218
|
| Publisher: |
Elsevier |