Confidence sets for the break date based on optimal tests
Eiji Kurozumi and Yohei Yamamoto
| Year of publication: |
October 2015
|
|---|---|
| Authors: | Kurozumi, Eiji ; Yamamoto, Yohei |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 18.2015, 3, p. 412-435
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ectj.12055 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011473814