Pre and post break parameter inference
Graham Elliott; Ulrich K. Müller
| Year of publication: |
2014
|
|---|---|
| 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 | Statistischer Test | Statistical test |
| 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/10010433401