Least squares estimation and tests of breaks in mean and variance under misspecification
Jean-Yves Pitarakis
| Year of publication: |
2004
|
|---|---|
| Authors: | Pitarakis, Jean-Yves |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 7.2004, 1, p. 32-54
|
| Subject: | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002121938