LAUSR

About LAUSR
Donate
Contact Us

Follow us:

You are not signed in:

Sign Up!


   Articles with "ordered breaks" as a keyword



Photo by caiquethecreator from unsplash

Inference on locally ordered breaks in multiple regressions

Sign Up to like & get
recommendations! Published in 2017 at "Econometric Reviews"

DOI: 10.1080/07474938.2015.1114552

Abstract: ABSTRACT We consider issues related to inference about locally ordered breaks in a system of equations, as originally proposed by Qu and Perron (2007). These apply when break dates in different equations within the system… read more here.

Keywords: ordered breaks; confidence intervals; locally ordered; inference locally ... See more keywords