m-break.zip
Creators:
Pierre Perron
;
Yohei Yamamoto
From the dataset abstract
We consider the problem of estimating and testing for multiple breaks in a single-equation framework with regressors that are endogenous, i.e. correlated with the errors. We show that...
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/45565d03-7207-4e8b-9323-35cf15dbf88c/resource/8298c0a6-6aba-42b9-8194-d9fc96c769fb/download/m-break.zip |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
