Generic consistency of the break-point estimators under specification errors in a multiple-break model
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Publication:3521276
DOI10.1111/j.1368-423X.2008.00237.xzbMath1141.91633MaRDI QIDQ3521276
Terence Tai-Leung Chong, Seraph Xin Wang, Jushan Bai, Hai-Qiang Chen
Publication date: 21 August 2008
Published in: Econometrics Journal (Search for Journal in Brave)
91B82: Statistical methods; economic indices and measures
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