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Ratio-based estimators for a change point in persistence
We study estimation of the date of change in persistence, from [Formula: see text] to [Formula: see text] or vice versa. Contrary to statements in the original papers, our analytical results establish that the ratio-based break point estimators of Kim [Kim, J.Y., 2000. Detection of change in persist...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
North-Holland Pub. Co.]
2012
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3688333/ https://www.ncbi.nlm.nih.gov/pubmed/23805022 http://dx.doi.org/10.1016/j.jeconom.2012.05.024 |