Inference on locally ordered breaks in multiple regressions
Year of publication: |
2017
|
---|---|
Authors: | Li, Ye ; Perron, Pierre |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 1/3, p. 289-353
|
Subject: | Break dates | change-points | locally ordered breaks | multiple regressions | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
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