A modified confidence set for the structural break date in linear regression models
Yohei Yamamoto
| Year of publication: |
2014
|
|---|---|
| Authors: | Yamamoto, Yohei |
| Publisher: |
Tokyo : Graduate School of Economics, Hitotsubashi Univ. |
| Subject: | confidence set | coverage ratio | nonlocal asymptotics | heteroskedasticity and autocorrelation consistent covariance | Strukturbruch | Structural break | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Heteroskedastizität | Heteroscedasticity | Autokorrelation | Autocorrelation | Theorie | Theory |
| Extent: | Online-Ressource (27 S.) |
|---|---|
| Series: | Discussion papers / Graduate School of Economics, Hitotsubashi University. - Tokyo : [Verlag nicht ermittelbar], ZDB-ID 2435589-6. - Vol. 2014,8 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10086/26678 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010429183