Improved confidence sets for the date of a structural break
Year of publication: |
2021
|
---|---|
Authors: | Yamazaki, Daisuke |
Subject: | Break direction | confidence set | coverage rate | Strukturbruch | Structural break | Monte-Carlo-Simulation | Monte Carlo simulation | Statistischer Test | Statistical test | Vertrauen | Confidence | Schätztheorie | Estimation theory |
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