Bootstrap confidence intervals in a switching regressions model

DOI10.1016/S0165-1765(96)00880-4MaRDI QIDQ673296zbMATH OpenFDO

Authors Stratford Douglas

Publication date 28 February 1997

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

Change-pointParameter shiftPercentileResampling

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites work

• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 837685 (Why is no real title available?)
• scientific article; zbMATH DE number 854583 (Why is no real title available?)
• Bootstrap tests for generalized least squares regression models
• Bootstrapping regression models
• Conditional bootstrap methods in the mean-shift model
• Econometrics
• Jackknife, bootstrap and other resampling methods in regression analysis
• Prepivoting to reduce level error of confidence sets
• Testing and estimating change-points in time series
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
• The bootstrap and Edgeworth expansion
• The likelihood ratio test for a change-point in simple linear regression

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
• scientific article; zbMATH DE number 6287345 (Why is no real title available?)

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