Bootstrap standard error estimates in a switching regression model with unknown switch point

DOI10.1080/03610919608813295zbMATH Open0875.62286OpenAlexW1975227188MaRDI QIDQ5283874FDOQ5283874

Authors: Stratford Douglas, David K. Guilkey 

Publication date: 30 January 1997

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919608813295

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Nonparametric statistical resampling methods (62G09)

Cites Work

• The likelihood ratio test for a change-point in simple linear regression
• Bootstrap methods: another look at the jackknife
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• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
• Bootstrapping regression models
• On the asymptotic accuracy of Efron's bootstrap
• Jackknife, bootstrap and other resampling methods in regression analysis
• Testing and estimating change-points in time series
• Some asymptotic theory for the bootstrap
• On asymptotic distribution theory in segmented regression problems - identified case
• Inference about the change-point in a sequence of random variables
• Title not available (Why is that?)
• Inference about the intersection in two-phase regression
• Conditional bootstrap methods in the mean-shift model
• Present Position and Potential Developments: Some Personal Views: Time- Series Econometrics
• ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS

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