Generic consistency of the break-point estimators under specification errors in a multiple-break model

✍ Scribed by Jushan Bai; Haiqiang Chen; Terence Tai-Leung Chong; Seraph Xin Wang

• Book ID: 110880079
• Publisher: John Wiley and Sons
• Year: 2008
• Tongue: English
• Weight: 171 KB
• Volume: 11
• Category: Article
• ISSN: 1368-4221
• DOI: 10.1111/j.1368-423x.2008.00237.x