Estimating and Testing Structural Changes in Multivariate Regressions (Q5437900): Difference between revisions
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Latest revision as of 00:05, 20 March 2024
scientific article; zbMATH DE number 5230460
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating and Testing Structural Changes in Multivariate Regressions |
scientific article; zbMATH DE number 5230460 |
Statements
Estimating and Testing Structural Changes in Multivariate Regressions (English)
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28 January 2008
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change-point
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segmented regressions
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break dates
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hypothesis testing
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model selection
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system of regressions
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