Confidence sets for the date of a single break in linear time series regressions
Work
Year: 2007
Type: article
Source: Journal of Econometrics
Authors Graham Elliott, Ulrich K. Müller
Institutions University of California, San Diego, Princeton University
Cites: 59
Cited by: 82
Related to: 10
FWCI: 2.108
Citation percentile (by year/subfield): 98.35
Domain: Social Sciences
Open Access status: green