Estimating and Testing Structural Changes in Multivariate Regressions (Q5437900)
From MaRDI portal
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)
0 references
28 January 2008
0 references
change-point
0 references
segmented regressions
0 references
break dates
0 references
hypothesis testing
0 references
model selection
0 references
system of regressions
0 references
