Bootstrapping structural change tests
Year of publication: |
2019
|
---|---|
Authors: | Boldea, Otilia ; Cornea-Madeira, Adriana ; Hall, Alastair R. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 213.2019, 2, p. 359-397
|
Subject: | Heteroskedasticity | Instrumental variables estimation | Multiple break points | Two-Stage Least Squares | Wild bootstrap | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Strukturbruch | Structural break | Heteroskedastizität | Heteroscedasticity | IV-Schätzung | Instrumental variables |
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