Confidence sets for the date of a single break in linear time series regressions

Journal of Econometrics

Volumn 141, Issue 2, 2007, Pages 1196-1218

  Elliott, Graham ^a   Müller, Ulrich K ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b PRINCETON UNIVERSITY   (United States)

Author keywords

Coverage control; Locally best test; Test inversion

Indexed keywords

ASYMPTOTIC ANALYSIS; DATA STRUCTURES; MATHEMATICAL MODELS; PROBLEM SOLVING; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

COVERAGE CONTROL; MODERATE MAGNITUDE; TEST INVERSION;

LINEAR SYSTEMS;

EID: 34848925459     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2007.02.001     Document Type: Article

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