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标题：Identification and Estimation of Structural-Change Models with Misclassification
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作者：Terence Tai-Leung Chong ; Kwan-To Wong ; Melvin Hinich 等
期刊名称：Economics Bulletin
电子版ISSN：1545-2921
出版年度：2007
卷号：3
出版社：Economics Bulletin
摘要：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.