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sample splitting
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Inference after estimation of breaks
Andrews, Isaiah
;
Kitagawa, Toru
;
McCloskey, Adam
-
2020
sample
splitting
approach that improves on conventional split-sample inference. …
Persistent link: https://www.econbiz.de/10012241853
Saved in:
2
Inference after estimation of breaks
Andrews, Isaiah
;
Kitagawa, Toru
;
McCloskey, Adam
-
2019
data generating process such that the target parameter remains random in the limit. We also provide a novel
sample
…
splitting
approach that improves on conventional split-sample inference. …
Persistent link: https://www.econbiz.de/10012109832
Saved in:
3
Inference after estimation of breaks
Andrews, Isaiah
;
Kitagawa, Toru
;
McCloskey, Adam
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 39-59
Persistent link: https://www.econbiz.de/10013275378
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