Bootstrap confidence intervals for a break date in linear regressions (Q5033432)

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scientific article; zbMATH DE number 7480214
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    Bootstrap confidence intervals for a break date in linear regressions
    scientific article; zbMATH DE number 7480214

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      Bootstrap confidence intervals for a break date in linear regressions (English)
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      23 February 2022
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      block bootstrap
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      Monte Carlo simulations
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      serial correlation
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      sieve bootstrap
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      stationary bootstrap
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      stochastic regressor
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