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Generic consistency of the break-point estimator under specification errors
Chong, Terence Tai-Leung - In: The econometrics journal 6 (2003) 1, pp. 167-192
Persistent link: https://www.econbiz.de/10001781054
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Generic consistency of the break-point estimators under specification errors in a multiple-break model
Bai, Jushan; Chen, Haiqiang; Chong, Terence Tai-Leung; … - In: The econometrics journal 11 (2008) 2, pp. 287-307
Persistent link: https://www.econbiz.de/10003750801
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The polynomial aggregated AR (1) model
Chong, Terence Tai-Leung - In: The econometrics journal 9 (2006) 1, pp. 98-122
Persistent link: https://www.econbiz.de/10003320205