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to enable proper empirical applications. We provide response surface regressions valid for a wide range of parameters. Copyright Royal Economic Society, 2003
Persistent link: https://www.econbiz.de/10005100126
This paper considers the estimation of multiple-structural-break models under specification errors. A common example in economics is that the true model is measured in level, but a linear-log model is estimated. We show that, under specification errors, if there are more than one break points...
Persistent link: https://www.econbiz.de/10005607130