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| Terence Tai-Leung Chong, Kwan-To Wong and Melvin Hinich |
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| ''Identification and Estimation of Structural-Change Models with Misclassification'' |
| ( 2007, Vol. 3 No.36 ) |
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| 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. |
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| Keywords: |
JEL: C2 - Single Equation Models; Single Variables: General
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| Manuscript Received : Jan 28 2007 | | Manuscript Accepted : Aug 28 2007 |
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