scientific article; zbMATH DE number 1396257

MaRDI QIDQ4935655zbMATH OpenFDO

Authors Terence T. L. Chong

Publication date 10 September 2000

zbMATH Keywords

break-point estimatorconsistencystructural-change models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Recommendations

• Estimating restricted structural change models
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Cited in

(6)

• Estimating break points in a time series regression with structural changes
• New distribution theory for the estimation of structural break point in mean
• Estimating restricted structural change models
• Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares
• ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS
• Bayesian analysis of structural change in a distributed lag model (Koyck scheme)

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