Generic consistency of the break-point estimators under specification errors in a multiple-break model

Econometrics Journal

Volumn 11, Issue 2, 2008, Pages 287-307

  Bai, Jushan ^a   Chen, Haiqiang ^b   Tai Leung Chong, Terence ^c   Wang, Seraph Xin ^c  

^a NEW YORK UNIVERSITY   (United States)

^b Cornell University ^*  (United States)

^c CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Consistency; Measurement error; Misspecification; Multiple changes

Indexed keywords

EID: 47649117024     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2008.00237.x     Document Type: Article

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