Likelihood-ratio-based confidence sets for the timing of structural breaks
Yunjong Eo and James Morley
| Year of publication: |
2015
|
|---|---|
| Authors: | Eo, Yunjong ; Morley, James C. |
| Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 6.2015, 2, p. 463-497
|
| Subject: | Inverted likelihood ratio | multiple breaks | system of equations | Great Moderation | productivity growth slowdown | Strukturbruch | Structural break | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Konjunktur | Business cycle |
| Extent: | graph. Darst. |
|---|---|
| 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/10011343742