Chong, Terence Tai-Leung; Wong, Kwan-To; Hinich, Melvin - In: Economics Bulletin 3 (2007) 36, pp. 1-19
Consider a simple change-point model with a binary regressor. We examine the consistency of the change-point estimator when the regressor is subject to misclassification. It is found that the time of change can always be identified. Further, special cases where the structural parameters can also...
