Generic consistency of the break-point estimators under specification errors in a multiple-break model-Reference-Cited by-同舟云学术

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Generic consistency of the break-point estimators under specification errors in a multiple-break model

Published:2008-07 Issue:2 Volume:11 Page:287-307
ISSN:1368-4221
Container-title:Econometrics Journal
language:en
Short-container-title:

Author:

Bai Jushan,Chen Haiqiang,Tai-Leung Chong Terence,Xin Wang Seraph

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

Reference21 articles.

1. Tests for parameter instability and structural change with unknown change point;Andrews;Econometrica,1993

2. Strong rules for detecting the number of breaks in a time series;Altissimo;Journal of Econometrics,2003

3. Estimating multiple breaks one at a time;Bai;Econometric Theory,1997

4. Testing for and estimating of multiple structural changes;Bai;Econometrica,1998

5. Computation and analysis of multiple structural-change models;Bai;Journal of Applied Econometrics,2003

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