Break date estimation for models with deterministic structural change
Break date estimation for models with deterministic structural change
Break date estimation for models with deterministic structural change
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ˆτ¯ρ<br />
ˆτ¯ρ<br />
(a) κ 1 = 1, κ 2 = 0 (b) κ 1 = 3, κ 2 = 0<br />
ˆτ¯ρ<br />
ˆτ¯ρ<br />
(c) κ 1 = 0, κ 2 = 5 (d) κ 1 = 0, κ 2 = 15<br />
ˆτ¯ρ<br />
ˆτ¯ρ<br />
(e) κ 1 = 1, κ 2 = 5 (f) κ 1 = 3, κ 2 = 15<br />
Figure 3. Histograms of limit of ˆτ¯ρ , |¯ρ| < 1 under Assumption I(1); τ ∗ = 0.5, ω ε = 1<br />
F.3
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