Pre and post break parameter inference
Year of publication: |
2014
|
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Authors: | Elliott, Graham ; Müller, Ulrich K. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 180.2014, 2, p. 141-157
|
Subject: | Structural breaks | Time varying parameters | Convergence of experiments | Asymptotic efficiency of tests | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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