Inference on locally ordered breaks in multiple regressions
Ye Li and Pierre Perron
| Year of publication: |
2017
|
|---|---|
| Authors: | Li, Ye ; Perron, Pierre |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 1/3, p. 289-353
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| Subject: | Break dates | change-points | locally ordered breaks | multiple regressions | Strukturbruch | Structural break | Multiple Regression | Multiple regression | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2015.1114552 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011795213