Matches in SemOpenAlex for { <https://semopenalex.org/work/W2102836175> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W2102836175 abstract "Summary This paper analyses two break point estimators: one for a univariate slope-shift model under unit root errors, the other for its first difference (a mean shift model). The asymptotic theory is developed for the estimators under a specific Pitman drift, assuming the break magnitude is within a T−1/2 neighbourhood of zero. Compared to the existing asymptotics assuming a fixed break magnitude or a shrinking one converging at a slower rate than T1/2, the limiting distributions here closely resemble the finite sample distributions of the break point estimators, especially the tail behaviours. Though with a lower convergence rate, the break point estimator from level model concentrates more around the true break point when the break magnitude is small relative to the noise magnitude. With the new limiting distributions, thresholds are provided for empirical researchers to choose the break point estimator based on a mean squared error criterion." @default.
- W2102836175 created "2016-06-24" @default.
- W2102836175 creator A5030780537 @default.
- W2102836175 date "2012-02-01" @default.
- W2102836175 modified "2023-09-26" @default.
- W2102836175 title "Break point estimators for a slope shift: levels versus first differences" @default.
- W2102836175 cites W1981885485 @default.
- W2102836175 cites W1988375558 @default.
- W2102836175 cites W2026639679 @default.
- W2102836175 cites W2080491336 @default.
- W2102836175 cites W2108446661 @default.
- W2102836175 cites W2138200903 @default.
- W2102836175 cites W2148937230 @default.
- W2102836175 cites W2152297685 @default.
- W2102836175 cites W2158787629 @default.
- W2102836175 cites W2166456907 @default.
- W2102836175 cites W4232028136 @default.
- W2102836175 doi "https://doi.org/10.1111/j.1368-423x.2011.00355.x" @default.
- W2102836175 hasPublicationYear "2012" @default.
- W2102836175 type Work @default.
- W2102836175 sameAs 2102836175 @default.
- W2102836175 citedByCount "2" @default.
- W2102836175 countsByYear W21028361752013 @default.
- W2102836175 countsByYear W21028361752017 @default.
- W2102836175 crossrefType "journal-article" @default.
- W2102836175 hasAuthorship W2102836175A5030780537 @default.
- W2102836175 hasConcept C105795698 @default.
- W2102836175 hasConcept C121332964 @default.
- W2102836175 hasConcept C126691448 @default.
- W2102836175 hasConcept C127413603 @default.
- W2102836175 hasConcept C1276947 @default.
- W2102836175 hasConcept C129848803 @default.
- W2102836175 hasConcept C149782125 @default.
- W2102836175 hasConcept C161584116 @default.
- W2102836175 hasConcept C185429906 @default.
- W2102836175 hasConcept C188198153 @default.
- W2102836175 hasConcept C195561663 @default.
- W2102836175 hasConcept C199163554 @default.
- W2102836175 hasConcept C28826006 @default.
- W2102836175 hasConcept C33923547 @default.
- W2102836175 hasConcept C78519656 @default.
- W2102836175 hasConceptScore W2102836175C105795698 @default.
- W2102836175 hasConceptScore W2102836175C121332964 @default.
- W2102836175 hasConceptScore W2102836175C126691448 @default.
- W2102836175 hasConceptScore W2102836175C127413603 @default.
- W2102836175 hasConceptScore W2102836175C1276947 @default.
- W2102836175 hasConceptScore W2102836175C129848803 @default.
- W2102836175 hasConceptScore W2102836175C149782125 @default.
- W2102836175 hasConceptScore W2102836175C161584116 @default.
- W2102836175 hasConceptScore W2102836175C185429906 @default.
- W2102836175 hasConceptScore W2102836175C188198153 @default.
- W2102836175 hasConceptScore W2102836175C195561663 @default.
- W2102836175 hasConceptScore W2102836175C199163554 @default.
- W2102836175 hasConceptScore W2102836175C28826006 @default.
- W2102836175 hasConceptScore W2102836175C33923547 @default.
- W2102836175 hasConceptScore W2102836175C78519656 @default.
- W2102836175 hasLocation W21028361751 @default.
- W2102836175 hasOpenAccess W2102836175 @default.
- W2102836175 hasPrimaryLocation W21028361751 @default.
- W2102836175 hasRelatedWork W1993469869 @default.
- W2102836175 hasRelatedWork W2053980460 @default.
- W2102836175 hasRelatedWork W2072870905 @default.
- W2102836175 hasRelatedWork W2073068263 @default.
- W2102836175 hasRelatedWork W2081067889 @default.
- W2102836175 hasRelatedWork W2137962313 @default.
- W2102836175 hasRelatedWork W2156433432 @default.
- W2102836175 hasRelatedWork W2156444652 @default.
- W2102836175 hasRelatedWork W2250458753 @default.
- W2102836175 hasRelatedWork W2359904593 @default.
- W2102836175 hasRelatedWork W2810915212 @default.
- W2102836175 hasRelatedWork W2884953659 @default.
- W2102836175 hasRelatedWork W3026014237 @default.
- W2102836175 hasRelatedWork W3121490761 @default.
- W2102836175 hasRelatedWork W3141046370 @default.
- W2102836175 hasRelatedWork W3149007759 @default.
- W2102836175 hasRelatedWork W3186461132 @default.
- W2102836175 hasRelatedWork W3193568790 @default.
- W2102836175 hasRelatedWork W3212834489 @default.
- W2102836175 hasRelatedWork W46927347 @default.
- W2102836175 isParatext "false" @default.
- W2102836175 isRetracted "false" @default.
- W2102836175 magId "2102836175" @default.
- W2102836175 workType "article" @default.