Bootstrapping sequential tests for multiple structural breaks
Year of publication: |
1998
|
---|---|
Authors: | Banerjee, Anindya ; Lazarová, Stěpána ; Urga, Giovanni |
Publisher: |
San Domenico (FI) : Europ. Univ. Inst., Florence, Economics Dep. |
Subject: | Simulation | Schätztheorie | Estimation theory | Strukturbruch | Structural break | Theorie | Theory |
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