Likelihood-ratio-based confidence sets for the timing of structural breaks

DOI10.3982/QE186zbMath1398.62385MaRDI QIDQ4586184

Yunjong Eo, James C. Morley

Publication date: 12 September 2018

Published in: Quantitative Economics (Search for Journal in Brave)

zbMATH Keywords

confidence setsmultivariate linear regressionsystem of equationsmultiple breaksproductivity growth slowdownGreat Moderationinverted likelihood ratio

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Applications of statistics in engineering and industry; control charts (62P30)

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Cites Work

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