A modified confidence set for the structural break date in linear regression models
Yohei Yamamoto
| Year of publication: |
2018
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|---|---|
| Authors: | Yamamoto, Yohei |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 6/10, p. 974-999
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| Subject: | Confidence set | coverage ratio | heteroskedasticity and autocorrelation consistent covariance | nonlocal asymptotics | Strukturbruch | Structural break | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00927872.2016.1178892 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012040525