Detecting multiple structural breaks : dummy saturation vs sequential bootstrapping : with an application to the Fisher relationship for US
Year of publication: |
2014
|
---|---|
Authors: | Bergamelli, Michele ; Urga, Giovanni |
Publisher: |
London : CEA, Cass Business School |
Subject: | Strukturbruch | Structural break | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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