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Identification and Estimation of Structural-Change Models with Misclassification

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Author Info
Terence Tai-Leung Chong () (The Chinese University of Hong Kong)
Melvin Hinich () (University of Texas at Austin)
Kwan-To Wong () (University of Hong Kong)

Additional information is available for the following registered author(s):

Abstract

Consider a simple change-point model with a binary regressor. We examine the consistency of the change-point estimator when the regressor is subject to misclassification. It is found that the time of change can always be identified. Further, special cases where the structural parameters can also be identified are discussed. Simulation evidence is provided.

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File URL: http://economicsbulletin.vanderbilt.edu/2007/volume3/EB-07C20004A.pdf
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Publisher Info
Article provided by Economics Bulletin in its journal Economics Bulletin.

Volume (Year): 3 (2007)
Issue (Month): 36 ()
Pages: 1-19
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:ebl:ecbull:v:3:y:2007:i:36:p:1-19

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Postal: Economics Bulletin, Department of Economics, 414 Calhoun Hall, Vanderbilt University, Nashville TN 37235, USA
Phone: 615-322-2920
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Web page: http://www.economicsbulletin.com

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Related research
Keywords: Binary Variable; Change Point; Misclassification.;

Find related papers by JEL classification:
C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables

Statistics
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This page was last updated on 2009-10-20.

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