Estimating and Testing Structural Changes in Multivariate Regressions (Q5437900)
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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 |
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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0.9015061259269714
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0.8643552660942078
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0.8596922755241394
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0.8427577018737793
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0.8388511538505554
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