A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models (Q5862488)
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scientific article; zbMATH DE number 7486305
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models |
scientific article; zbMATH DE number 7486305 |
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A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models (English)
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9 March 2022
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bootstrap
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confidence interval
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dynamic regression models
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inverted likelihood ratio
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nonmonotonic power
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serially correlated errors
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structural change
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