Generic consistency of the break-point estimators under specification errors in a multiple-break model

DOI10.1111/j.1368-423X.2008.00237.xzbMath1141.91633MaRDI QIDQ3521276

Terence Tai-Leung Chong, Jushan Bai, Hai-Qiang Chen, Seraph Xin Wang

Publication date: 21 August 2008

Published in: Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

measurement error; misspecification; Consistency; multiple changes

Mathematics Subject Classification ID

91B82: Statistical methods; economic indices and measures

Related Items

Consistency of the least squares estimator in threshold regression with endogeneity, Structural-break models under mis-specification: implications for forecasting, Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks, An Omnibus Test for Time Series ModelI(d)

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