Efficient combined estimation under structural breaks
Tae‐Hwy Lee, Shahnaz Parsaeian and Aman Ullah
| Year of publication: |
2022
|
|---|---|
| Authors: | Lee, Tae-hwy ; Parsaeian, Shahnaz ; Ullah, Aman |
| Published in: |
Essays in honor of M. Hashem Pesaran : prediction and macro modeling. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80262-063-4. - 2022, p. 119-142
|
| Subject: | Structural breaks | combined estimator | finite sample properties | Nagar expansion | Stein‐type shrinkage | bias and risk | Strukturbruch | Structural break | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532021000043A007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013201836