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

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

Work

Year: 2008

Type: article

Source: Econometrics Journal

Authors Jushan Bai, Chien‐Jen Chen, Terence Tai‐Leung Chong, Seraph Xin Wang

Institutions New York University, Cornell University, Chinese University of Hong Kong

Cites: 26

Cited by: 25

Related to: 10

FWCI: 1.516

Citation percentile (by year/subfield): 92.64

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed