Likelihood-Based Confidence Sets for the Timing of Structural Breaks
Year of publication: |
2013-05
|
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Authors: | Eo, Yunjong ; Morley, James |
Institutions: | School of Economics, UNSW Business School |
Subject: | Inverted Likelihood Ratio Confidence Sets | Multiple Breaks | Great Moderation | Productivity Growth Slowdown |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2013-12 27 pages |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; E20 - Consumption, Saving, Production, Employment, and Investment. General |
Source: |
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