Identification and estimation of structural-change models with misclassification
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香港中文大学研究人员 ( 现职)

庄太量教授 (经济学系)

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摘要Consider a simple change-point model with a binary regressor. We examine the consistency of the change-point estimator when the regressor is subject to misclassification. It is found that the time of change can always be identified. Further, special cases where the structural parameters can also be identified are discussed. Simulation evidence is provided.

着者Chong T.T.-L., Hinich M., Wong K.-T.
期刊名称Economics Bulletin
出版年份2http://aims.cuhk.edu.hk/converis/portal/Publication/0http://aims.cuhk.edu.hk/converis/portal/Publication/07
月份8
日期28
卷号3
期次36
出版社Economics Bulletin
出版地United States
国际标準期刊号1545-2921
语言英式英语