Likelihood-ratio-based confidence sets for the timing of structural breaks (Q4586184)

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scientific article; zbMATH DE number 6935674
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Likelihood-ratio-based confidence sets for the timing of structural breaks
scientific article; zbMATH DE number 6935674

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    Likelihood-ratio-based confidence sets for the timing of structural breaks (English)
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    12 September 2018
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    inverted likelihood ratio
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    multiple breaks
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    system of equations
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    Great Moderation
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    productivity growth slowdown
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    confidence sets
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    multivariate linear regression
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