ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS

DOI10.1017/S0266466602182065zbMATH Open1109.62306OpenAlexW2597961518MaRDI QIDQ4807293FDOQ4807293

Authors: Inmaculada Fiteni 

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466602182065

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Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (10)

• Robust GMM tests for structural breaks
• Break point estimators for a slope shift: levels versus first differences
• \(\tau\)-estimators of regression models with structural change of unknown location
• Estimating structural changes in regression quantiles
• In-fill asymptotic theory for structural break point in autoregressions
• New distribution theory for the estimation of structural break point in mean
• Comments on: ``Extensions of some classical methods in change point analysis
• Nonparametric inference on structural breaks
• Inference for single and multiple change-points in time series
• Generic consistency of the break‐point estimator under specification errors

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