Break point estimators for a slope shift: levels versus first differences

Jingjing Yang

Econometrics Journal, 2012, vol. 15, issue 1, pages 154-169

Date: 2012
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://hdl.handle.net/10.1111/j.1368-423X.2011.00355.x (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:wly:emjrnl:v:15:y:2012:i:1:p:154-169

Ordering information: This journal article can be ordered from
http://www.ectj.org

Access Statistics for this article

Econometrics Journal is edited by Richard J. Smith, Oliver Linton, Pierre Perron, Jaap Abbring and Marius Ooms

More articles in Econometrics Journal from Royal Economic Society
Contact information at EDIRC.
Series data maintained by Wiley-Blackwell Digital Licensing ().