GLS estimation and confidence sets for the date of a single break in models with trends
Year of publication: |
2023
|
---|---|
Authors: | Beutner, Eric ; Lin, Yicong ; Smeekes, Stephan |
Subject: | confidence set | feasible generalized least squares | inverted likelihood ratio test | Level break | trend break | Schätztheorie | Estimation theory | Strukturbruch | Structural break | Kleinste-Quadrate-Methode | Least squares method | Zeitreihenanalyse | Time series analysis |
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