Estimating restricted structural change models

DOI10.1016/j.jeconom.2005.06.030zbMath1418.62273MaRDI QIDQ278183

Zhongjun Qu, Pierre Perron

Publication date: 2 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.06.030

zbMATH Keywords

model selection; hypothesis testing; change-point; break dates; segmented regressions

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62F03: Parametric hypothesis testing

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