Testing and dating of structural changes in practice

DOI10.1016/S0167-9473(03)00030-6zbMath1429.62307OpenAlexW2166368890WikidataQ57066804 ScholiaQ57066804MaRDI QIDQ956738

Kurt Hornik, Achim Zeileis, Walter Kramer, Christian Kleiber

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(03)00030-6

zbMATH Keywords

structural changesegmented regressionsBellman principle\(\mathbf R\mathbf S\)changepoint problem

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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Uses Software

• R
• strucchange
• Strucchangean

Cites Work

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