Bootstrap confidence intervals for a break date in linear regressions (Q5033432)
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scientific article; zbMATH DE number 7480214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap confidence intervals for a break date in linear regressions |
scientific article; zbMATH DE number 7480214 |
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Bootstrap confidence intervals for a break date in linear regressions (English)
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23 February 2022
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block bootstrap
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Monte Carlo simulations
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serial correlation
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sieve bootstrap
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stationary bootstrap
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stochastic regressor
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