Inference on locally ordered breaks in multiple regressions

DOI10.1080/07474938.2015.1114552OpenAlexW2329633323MaRDI QIDQ5864466

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Publication date: 7 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2015.1114552

zbMATH Keywords

break dateschange-pointsmultiple regressionslocally ordered breaks

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites Work

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• Testing For and Dating Common Breaks in Multivariate Time Series
• Estimating and Testing Linear Models with Multiple Structural Changes
• Estimating and Testing Structural Changes in Multivariate Regressions
• Some Limit Theorems for Stationary Processes

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