ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS
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Publication:4807293
DOI10.1017/S0266466602182065zbMath1109.62306OpenAlexW2597961518MaRDI QIDQ4807293
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
Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (6)
Robust GMM tests for structural breaks ⋮ \(\tau\)-estimators of regression models with structural change of unknown location ⋮ Nonparametric inference on structural breaks ⋮ Estimating structural changes in regression quantiles ⋮ Inference for single and multiple change-points in time series ⋮ Comments on: ``Extensions of some classical methods in change point analysis
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