Generic consistency of the break-point estimators under specification errors in a multiple-break model
Year of publication: |
2008
|
---|---|
Authors: | Bai, Jushan ; Chen, Haiqiang ; Chong, Terence Tai-Leung ; Wang, Seraph Xin |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 11.2008, 2, p. 287-307
|
Subject: | Schätztheorie | Estimation theory | Modellierung | Scientific modelling |
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