Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements
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More about this item
KeywordsStructural breaks; measurement error; additive outliers; wavelet transform; empirical Bayes thresholding;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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