A modified confidence set for the structural break date in linear regression models (Q5860889)
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scientific article; zbMATH DE number 7484397
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A modified confidence set for the structural break date in linear regression models |
scientific article; zbMATH DE number 7484397 |
Statements
A modified confidence set for the structural break date in linear regression models (English)
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4 March 2022
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confidence set
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coverage ratio
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heteroskedasticity and autocorrelation consistent covariance
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nonlocal asymptotics
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0.8640344142913818
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0.8362447023391724
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0.8301340341567993
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0.8300679922103882
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0.8080844879150391
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