GLS estimation and confidence sets for the date of a single break in models with trends

DOI10.1080/07474938.2023.2178088OpenAlexW4327583103MaRDI QIDQ6134154

Eric Beutner, Stephan Smeekes, Unnamed Author

Publication date: 25 July 2023

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

Full work available at URL: https://doi.org/10.1080/07474938.2023.2178088

zbMATH Keywords

confidence settrend breakfeasible generalized least squareslevel breakinverted likelihood ratio test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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