A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS
Pierre Perron; Yohei Yamamoto
| Year of publication: |
2014
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|---|---|
| Authors: | Perron, Pierre ; Yamamoto, Yohei |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 30.2014, 2, p. 491-507
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| Subject: | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Interview |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010399749