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Generalized laplace inference in multiple change-points models
Casini, Alessandro; Perron, Pierre - In: Econometric theory 38 (2022) 1, pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
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Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro; Perron, Pierre - In: Journal of econometrics 224 (2021) 1, pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
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Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico; Casini, Alessandro; Catania, Leopoldo; … - In: Econometric reviews 42 (2023) 3, pp. 281-306
Persistent link: https://www.econbiz.de/10014305507