Partial parameter consistency in a misspecified structural change model
From MaRDI portal
Publication:1352221
DOI10.1016/0165-1765(95)00699-GzbMath0875.90170OpenAlexW2014432465MaRDI QIDQ1352221
Publication date: 27 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(95)00699-g
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
Related Items (12)
Methods of analyzing nonstationary time series with implicit changes in their properties ⋮ Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation ⋮ Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation ⋮ Estimation of heterogeneous panels with structural breaks ⋮ On the asymptotic behavior of bubble date estimators ⋮ In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time ⋮ Generic consistency of the break-point estimators under specification errors in a multiple-break model ⋮ Estimating multiple breaks in nonstationary autoregressive models ⋮ Consistency of the least squares estimator in threshold regression with endogeneity ⋮ Estimating the locations and number of change points by the sample-splitting method ⋮ Generic consistency of the break‐point estimator under specification errors ⋮ Structural-break models under mis-specification: implications for forecasting
Cites Work
This page was built for publication: Partial parameter consistency in a misspecified structural change model
