{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,13]],"date-time":"2026-10-13T20:52:45Z","timestamp":1791924765580,"version":"4.3.4"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2002,5,16]],"date-time":"2002-05-16T00:00:00Z","timestamp":1021507200000},"content-version":"unspecified","delay-in-days":45,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2002,4]]},"abstract":"<jats:p>This paper proposes robust <jats:italic>M<\/jats:italic>-estimators of dynamic \nlinear models with a structural break of unknown location. Rates \nof convergence and limiting distributions for the estimated \nshift point and the estimated regression parameters are derived. \nThe analysis is carried out in the framework of possibly dependent \nobservations and also with trending regressors. The asymptotic \ndistribution of the break location estimator is obtained both \nfor fixed magnitude of shift and for shift with magnitude \nconverging to zero as the sample size increases. The latter \nis essential for the derivation of feasible confidence intervals \nfor the break location. Monte Carlo simulations illustrate the \nperformance of asymptotic inferences in practice.<\/jats:p>","DOI":"10.1017\/s0266466602182065","type":"journal-article","created":{"date-parts":[[2002,11,14]],"date-time":"2002-11-14T22:01:57Z","timestamp":1037311317000},"page":"349-386","source":"Crossref","is-referenced-by-count":15,"title":["ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS"],"prefix":"10.1017","volume":"18","author":[{"given":"Inmaculada","family":"Fiteni","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2002,5,16]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466602182065","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,7]],"date-time":"2019-04-07T20:33:05Z","timestamp":1554669185000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466602182065\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,4]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2002,4]]}},"alternative-id":["S0266466602182065"],"URL":"https:\/\/doi.org\/10.1017\/s0266466602182065","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,4]]}}}