Inference after estimation of breaks
Isaiah Andrews, Toru Kitagawa, Adam McCloskey
| Year of publication: |
2021
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|---|---|
| Authors: | Andrews, Isaiah ; Kitagawa, Toru ; McCloskey, Adam |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 224.2021, 1, p. 39-59
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| Subject: | Misspecification | Sample splitting | Selective inference | Structural breaks | Threshold regression | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Induktive Statistik | Statistical inference | Stichprobenerhebung | Sampling | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.07.036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013275378