Bootstrap confidence intervals in a switching regressions model

DOI10.1016/S0165-1765(96)00880-4zbMATH Open0900.90170MaRDI QIDQ673296FDOQ673296

Stratford Douglas

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

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zbMATH Keywords

Change-pointParameter shiftPercentileResampling

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• The likelihood ratio test for a change-point in simple linear regression
• Title not available (Why is that?)
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
• Bootstrapping regression models
• Jackknife, bootstrap and other resampling methods in regression analysis
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• Testing and estimating change-points in time series
• Prepivoting to reduce level error of confidence sets
• Econometrics
• The bootstrap and Edgeworth expansion
• Conditional bootstrap methods in the mean-shift model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bootstrap tests for generalized least squares regression models

Cited In (4)

• Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed
• Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination
• Bootstrap confidence intervals for a break date in linear regressions
• Title not available (Why is that?)

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