Bootstrap confidence intervals in a switching regressions model
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Publication:673296
DOI10.1016/S0165-1765(96)00880-4zbMath0900.90170MaRDI QIDQ673296
Publication date: 28 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Related Items (2)
Bootstrap confidence intervals for a break date in linear regressions ⋮ Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed
Cites Work
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- Bootstrap tests for generalized least squares regression models
- Bootstrapping regression models
- Jackknife, bootstrap and other resampling methods in regression analysis
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Testing and estimating change-points in time series
- Conditional bootstrap methods in the mean-shift model
- Prepivoting to reduce level error of confidence sets
- The likelihood ratio test for a change-point in simple linear regression
- The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
- Econometrics
- The bootstrap and Edgeworth expansion
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