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Regression analysis / Statistical theory / Statistical inference / Linear regression / Normal distribution / Maximum likelihood / Confidence interval / Bootstrapping / Likelihood-ratio test / Statistics / Econometrics / Estimation theory


Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks∗ Yunjong Eo† University of Sydney James Morley‡
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Document Date: 2014-11-24 16:20:37


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Company

NSF Time Series Conference / Midwest Econometrics Group / /

Country

United States / Australia / /

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Facility

Structural Breaks∗ Yunjong Eo† University of Sydney James Morley‡ University / University of Western Australia / University of New South Wales / While building / University of Alabama / University of Wollongong / Monash University / University of Sydney / /

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Holiday

Assumption / /

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usual inner product / /

Organization

Econometric Society / National Science Foundation / University of Wollongong / University of Sydney / NBER / University of Alabama / School of Economics / University of New South Wales / Universitat Pompeu Fabra / Monash University / University of Western Australia / Society for Nonlinear Dynamics and Econometrics Symposium / /

Person

James Morley / Zhongjun Qu / Pierre Perron / Sydney James Morley / Elie Tamer / Frank Schorfheide / Irina Panovska / Werner Ploberger / Jeremy Piger / Charles Nelson / Graham Elliott / Tao Zha / Barbara Rossi / Farshid Vahid / Rami Tabri / /

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Position

Fisher / /

ProvinceOrState

Western Australia / Alabama / New South Wales / /

Region

South Wales / Western Australia / /

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