Matches in SemOpenAlex for { <https://semopenalex.org/work/W2899697949> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W2899697949 endingPage "14" @default.
- W2899697949 startingPage "1" @default.
- W2899697949 abstract "This study proposes a point estimator of the break location for a one-time structural break in linear regression models. If the break magnitude is small, the least-squares estimator of the break date has two modes at the ends of the finite sample period, regardless of the true break location. To solve this problem, I suggest an alternative estimator based on a modification of the least-squares objective function. The modified objective function incorporates estimation uncertainty that varies across potential break dates. The new break point estimator is consistent and has a unimodal finite sample distribution under small break magnitudes. A limit distribution is provided under an in-fill asymptotic framework. Monte Carlo simulation results suggest that the new estimator outperforms the least-squares estimator. I apply the method to estimate the break date in U.S. and U.K. stock return prediction models." @default.
- W2899697949 created "2018-11-16" @default.
- W2899697949 creator A5078402051 @default.
- W2899697949 date "2023-01-03" @default.
- W2899697949 modified "2023-09-26" @default.
- W2899697949 title "Estimation of a Structural Break Point in Linear Regression Models" @default.
- W2899697949 cites W1491711721 @default.
- W2899697949 cites W1855150661 @default.
- W2899697949 cites W1965164489 @default.
- W2899697949 cites W1973676482 @default.
- W2899697949 cites W1974977139 @default.
- W2899697949 cites W2001992115 @default.
- W2899697949 cites W2046343166 @default.
- W2899697949 cites W2057797785 @default.
- W2899697949 cites W2073361802 @default.
- W2899697949 cites W2078554058 @default.
- W2899697949 cites W2107958285 @default.
- W2899697949 cites W2128714331 @default.
- W2899697949 cites W2138200903 @default.
- W2899697949 cites W2158154896 @default.
- W2899697949 cites W2160906454 @default.
- W2899697949 cites W2165141588 @default.
- W2899697949 cites W2279204358 @default.
- W2899697949 cites W2737342368 @default.
- W2899697949 cites W3124992754 @default.
- W2899697949 cites W4251428492 @default.
- W2899697949 doi "https://doi.org/10.1080/07350015.2022.2154777" @default.
- W2899697949 hasPublicationYear "2023" @default.
- W2899697949 type Work @default.
- W2899697949 sameAs 2899697949 @default.
- W2899697949 citedByCount "0" @default.
- W2899697949 crossrefType "journal-article" @default.
- W2899697949 hasAuthorship W2899697949A5078402051 @default.
- W2899697949 hasBestOaLocation W28996979492 @default.
- W2899697949 hasConcept C105795698 @default.
- W2899697949 hasConcept C149782125 @default.
- W2899697949 hasConcept C185429906 @default.
- W2899697949 hasConcept C186008389 @default.
- W2899697949 hasConcept C19499675 @default.
- W2899697949 hasConcept C28826006 @default.
- W2899697949 hasConcept C33923547 @default.
- W2899697949 hasConcept C65778772 @default.
- W2899697949 hasConcept C9936470 @default.
- W2899697949 hasConceptScore W2899697949C105795698 @default.
- W2899697949 hasConceptScore W2899697949C149782125 @default.
- W2899697949 hasConceptScore W2899697949C185429906 @default.
- W2899697949 hasConceptScore W2899697949C186008389 @default.
- W2899697949 hasConceptScore W2899697949C19499675 @default.
- W2899697949 hasConceptScore W2899697949C28826006 @default.
- W2899697949 hasConceptScore W2899697949C33923547 @default.
- W2899697949 hasConceptScore W2899697949C65778772 @default.
- W2899697949 hasConceptScore W2899697949C9936470 @default.
- W2899697949 hasLocation W28996979491 @default.
- W2899697949 hasLocation W28996979492 @default.
- W2899697949 hasLocation W28996979493 @default.
- W2899697949 hasOpenAccess W2899697949 @default.
- W2899697949 hasPrimaryLocation W28996979491 @default.
- W2899697949 hasRelatedWork W1581114185 @default.
- W2899697949 hasRelatedWork W2012455789 @default.
- W2899697949 hasRelatedWork W2119689361 @default.
- W2899697949 hasRelatedWork W2140985786 @default.
- W2899697949 hasRelatedWork W2154634341 @default.
- W2899697949 hasRelatedWork W2483106613 @default.
- W2899697949 hasRelatedWork W2900117068 @default.
- W2899697949 hasRelatedWork W3134992018 @default.
- W2899697949 hasRelatedWork W4225414656 @default.
- W2899697949 hasRelatedWork W4226060055 @default.
- W2899697949 isParatext "false" @default.
- W2899697949 isRetracted "false" @default.
- W2899697949 magId "2899697949" @default.
- W2899697949 workType "article" @default.