Estimating and Testing Structural Changes in Multivariate Regressions (Q5437900)

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scientific article; zbMATH DE number 5230460
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    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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