GLS estimation and confidence sets for the date of a single break in models with trends (Q6134154)

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scientific article; zbMATH DE number 7716495
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GLS estimation and confidence sets for the date of a single break in models with trends
scientific article; zbMATH DE number 7716495

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    GLS estimation and confidence sets for the date of a single break in models with trends (English)
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    25 July 2023
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    level break
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    trend break
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    feasible generalized least squares
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    inverted likelihood ratio test
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    confidence set
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