Likelihood-Based Confidence Sets for the Timing of Structural Breaks
Year of publication: |
2008-09-05
|
---|---|
Authors: | Eo, Yunjong ; Morley, James C. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Fiducial Inference | Bootstrap Methods | Structural Breaks | Confidence Intervals and Sets | Coverage Accuracy and Expected Length | Markov-chain Monte Carlo |
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