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Bootstrap confidence intervals in a switching regressions model

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  • Douglas, Stratford

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  • Douglas, Stratford, 1996. "Bootstrap confidence intervals in a switching regressions model," Economics Letters, Elsevier, vol. 53(1), pages 7-15, October.
    • Handle: RePEc:eee:ecolet:v:53:y:1996:i:1:p:7-15
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    References listed on IDEAS

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    1. Rayner, Robert K., 1990. "Bootstrap tests for generalized least squares regression models," Economics Letters, Elsevier, vol. 34(3), pages 261-265, November.
    2. Andrews, Donald W K, 1993. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Econometrica, Econometric Society, vol. 61(4), pages 821-856, July.
    3. Christiano, Lawrence J, 1992. "Searching for a Break in GNP," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 237-250, July.
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    Cited by:

    1. Christina Atanasova, 2007. "Access to Institutional Finance and the Use of Trade Credit," Financial Management, Financial Management Association International, vol. 36(1), pages 49-67, March.

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