Likelihood-Based Confidence Sets for the Timing of Structural Breaks
Year of publication: |
2013
|
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Authors: | Eo, Yunjong |
Other Persons: | Morley, James (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Strukturbruch | Structural break | Statistischer Test | Statistical test | Zeit | Time | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (49 p) |
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Series: | UNSW Australian School of Business Research Paper ; No. 2013-12 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 30, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2264009 [DOI] |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; E20 - Consumption, Saving, Production, Employment, and Investment. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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