Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks
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- Yunjong Eo & James Morley, 2015. "Likelihood‐ratio‐based confidence sets for the timing of structural breaks," Quantitative Economics, Econometric Society, vol. 6(2), pages 463-497, July.
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- Tatsushi Oka & Pierre Perron, 2018. "Testing for common breaks in a multiple equations system," Monash Econometrics and Business Statistics Working Papers 3/18, Monash University, Department of Econometrics and Business Statistics.
- Tatsushi Oka & Pierre Perron, 2016. "Testing for Common Breaks in a Multiple Equations System," Papers 1606.00092, arXiv.org, revised Jan 2018.
- Casini, Alessandro & Perron, Pierre, 2021.
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- Alessandro Casini & Pierre Perron, 2018. "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Papers 1804.00232, arXiv.org, revised May 2020.
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More about this item
Keywords
Inverted Likelihood Ratio; Multiple Breaks; System of Equations; Great Moderation; Productivity Growth Slowdown.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2011-09-16 (Econometric Time Series)
- NEP-ORE-2011-09-16 (Operations Research)
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