Bootstrap confidence intervals in a switching regressions model
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 53 (1996)
Issue (Month): 1 (October)
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Web page: http://www.elsevier.com/locate/ecolet
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Andrews, Donald W K, 1993.
"Tests for Parameter Instability and Structural Change with Unknown Change Point,"
Econometric Society, vol. 61(4), pages 821-56, July.
- Donald W.K. Andrews, 1990. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Cowles Foundation Discussion Papers 943, Cowles Foundation for Research in Economics, Yale University.
- Rayner, Robert K., 1990. "Bootstrap tests for generalized least squares regression models," Economics Letters, Elsevier, vol. 34(3), pages 261-265, November.
- Lawrence J. Christiano, 1988.
"Searching For a Break in GNP,"
NBER Working Papers
2695, National Bureau of Economic Research, Inc.
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