• Title of article

    Partial parameter consistency in a misspecified structural change model

  • Author/Authors

    Terence، نويسنده , , Tai-leung Chong ، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1995
  • Pages
    7
  • From page
    351
  • To page
    357
  • Abstract
    This paper discusses the consequences of underspecifying the number of change points in a simple structural change model. It is shown that the change-point estimator converges to one of the true change points, instead of a weighted average of them.
  • Keywords
    Misspecification: Change points: Mean-shift model: Piecewise convexity
  • Journal title
    Economics Letters
  • Serial Year
    1995
  • Journal title
    Economics Letters
  • Record number

    434007

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=434007