Estimating and Testing Structural Changes in Multivariate Regressions (Q5437900): Difference between revisions

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Revision as of 21:16, 5 March 2024

scientific article; zbMATH DE number 5230460
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English
Estimating and Testing Structural Changes in Multivariate Regressions
scientific article; zbMATH DE number 5230460

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    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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