Drift and breaks in labor productivity

DOI10.1016/j.jedc.2006.11.004zbMath1163.91527MaRDI QIDQ1027397

Luca Benati

Publication date: 1 July 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp718.pdf

zbMATH Keywords

time-varying parameters; Monte Carlo integration; bootstrapping; median-unbiased estimation; structural break tests

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

65C05: Monte Carlo methods

91B84: Economic time series analysis

91B38: Production theory, theory of the firm

91B82: Statistical methods; economic indices and measures

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Cites Work

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