Bootstrap confidence intervals for a break date in linear regressions

DOI10.1080/00949655.2020.1777998OpenAlexW3037327267MaRDI QIDQ5033432

Seong Yeon Chang

Publication date: 23 February 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2020.1777998

zbMATH Keywords

Monte Carlo simulationsserial correlationblock bootstrapsieve bootstrapstationary bootstrapstochastic regressor

Mathematics Subject Classification ID

Statistics (62-XX)

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