Bootstrap confidence intervals for a break date in linear regressions
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Publication:5033432
DOI10.1080/00949655.2020.1777998OpenAlexW3037327267MaRDI QIDQ5033432FDOQ5033432
Authors: Seong Yeon Chang 
Publication date: 23 February 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2020.1777998
serial correlationblock bootstrapstationary bootstrapMonte Carlo simulationssieve bootstrapstochastic regressor
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