One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory
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Cited by:
- Linda S. Goldberg & Michael W. Klein, 2005.
"Establishing Credibility: Evolving Perceptions of the European Central Bank,"
NBER Working Papers
11792, National Bureau of Economic Research, Inc.
- Linda S. Goldberg & Michael W. Klein, 2005. "Establishing credibility: evolving perceptions of the European Central Bank," Staff Reports 231, Federal Reserve Bank of New York.
- Linda S. Goldberg & Michael W. Klein, 2005. "Establishing Credibility: Evolving Perceptions of the European Central Bank," The Institute for International Integration Studies Discussion Paper Series iiisdp105, IIIS.
- Linda S. Goldberg & Michael W. Klein, 2007. "Establishing Credibility: Evolving Perceptions of the European Central Bank," The Institute for International Integration Studies Discussion Paper Series iiisdp194, IIIS.
- Sandip Sinharay, 2017. "Some Remarks on Applications of Tests for Detecting A Change Point to Psychometric Problems," Psychometrika, Springer;The Psychometric Society, vol. 82(4), pages 1149-1161, December.
- Jean-Marc Azaïs & Alan Genz, 2013. "Computation of the Distribution of the Maximum of Stationary Gaussian Processes," Methodology and Computing in Applied Probability, Springer, vol. 15(4), pages 969-985, December.
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More about this item
Keywords
time series analysis; Inflation (Finance); Monetary policy;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2006-01-01 (Central Banking)
- NEP-ETS-2006-01-01 (Econometric Time Series)
- NEP-MAC-2006-01-01 (Macroeconomics)
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