Confidence Sets for the Date of a Mean Shift at the End of a Sample

Eiji Kurozumi and 英司 黒住

No 2017-06, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: structural change; coverage rate; subsampling method (search for similar items in EconPapers)
JEL-codes: C12 C15 C22 (search for similar items in EconPapers)
Pages: 13 pages
Date: 2017-09
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-ore
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Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2017-06

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