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

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