Double bootstrap test for a structural break when the disturbance variance changes with the break
Year of publication: |
2014
|
---|---|
Authors: | Namba, Akio |
Published in: |
Kobe University economic review. - Kobe, ISSN 0454-1111, ZDB-ID 300503-3. - Vol. 60.2014, p. 33-43
|
Subject: | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach |
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