Confidence sets for the break date based on optimal tests

Eiji Kurozumi; Yohei Yamamoto

Year of publication:	2015
Authors:	Kurozumi, Eiji ; Yamamoto, Yohei
Publisher:	Tokyo : Graduate School of Economics, Hitotsubashi Univ.
Subject:	Average power \| Break fraction \| Coverage rate \| Hypothesis test \| Strukturbruch \| Structural break \| Statistischer Test \| Statistical test \| Kointegration \| Cointegration \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Ölpreis \| Oil price \| Wirtschaftsindikator \| Economic indicator \| Russland \| Russia

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