Step-indicator saturation
Using an extension of general-to-specific modelling, based on the recent developments of impulse-indicator saturation (IIS), we consider selecting significant step indicators from a saturating set to capture location shifts. The approximate non-centrality of the test is derived for a variety of shi...
| Hauptverfasser: | , , |
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| Format: | Working paper |
| Veröffentlicht: |
University of Oxford
2013
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