GLS estimation and confidence sets for the date of a single break in models with trends
Eric Beutner, Yicong Lin, and Stephan Smeekes
| Year of publication: |
2023
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|---|---|
| Authors: | Beutner, Eric ; Lin, Yicong ; Smeekes, Stephan |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 42.2023, 2, p. 195-219
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| Subject: | confidence set | feasible generalized least squares | inverted likelihood ratio test | Level break | trend break | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2023.2178088 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014305491