A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models (Q5862488): Difference between revisions

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scientific article; zbMATH DE number 7486305
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A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
scientific article; zbMATH DE number 7486305

    Statements

    A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models (English)
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    9 March 2022
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    bootstrap
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    confidence interval
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    dynamic regression models
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    inverted likelihood ratio
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    nonmonotonic power
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    serially correlated errors
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    structural change
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