Prior studies have proposed constructing confidence sets for the break date by inverting a sequence of tests for the date of a structural break. In this study, we improve these confidence sets by t...

中文翻译：

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改善结构性断裂日期的置信度

先前的研究建议通过反转结构断裂日期的一系列测试来构建断裂日期的置信集。在这项研究中，我们通过 t...