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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/31305


    Title: Change point estimation in regressions with I(d) variables
    Authors: Hsu,CC
    Contributors: 經濟學研究所
    Keywords: SPURIOUS BREAK;PARAMETER;TESTS
    Date: 2001
    Issue Date: 2010-07-06 17:41:42 (UTC+8)
    Publisher: 中央大學
    Abstract: In this paper we study the least-squares change-point estimator in regressions with stationary and invertible I(d) regressors and disturbances. We find that the least-squares estimator remains consistent when there is a one-time break, but it may identify
    Relation: ECONOMICS LETTERS
    Appears in Collections:[經濟研究所 ] 期刊論文

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