Confidence sets for the date of a single break in linear time series regressions

Graham Elliott () and Ulrich K. Muller

Journal of Econometrics, 2007, vol. 141, issue 2, 1196-1218

Date: 2007
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Working Paper: Confidence Sets for the Date of a Single Break in Linear Time Series Regressions (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:141:y:2007:i:2:p:1196-1218

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