Bootstrapping sequential tests for multiple structural breaks
Anindya Banerjee, Stephana Lazarova and Giovanni Urga
| Year of publication: |
1998
|
|---|---|
| Authors: | Banerjee, Anindya ; Lazarova, Stephana ; Urga, Giovanni |
| Publisher: |
London : Centre for Economic Forecasting |
| Subject: | Schätztheorie | Estimation theory | Strukturbruch | Structural break | Simulation | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | 19 S graph. Darst |
|---|---|
| Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. - Vol. 17-98 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 18 - 19 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000670030