Detecting the number of structural breaks

DOI10.1016/S0165-1765(97)00229-2zbMath0896.90056OpenAlexW2059926085WikidataQ127007717 ScholiaQ127007717MaRDI QIDQ1389411

In-Moo Kim

Publication date: 30 June 1998

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(97)00229-2

zbMATH Keywords

Model selectionStructural breaksDifference-stationary processesTrend-stationary processes

Mathematics Subject Classification ID

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

Related Items (2)

Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types ⋮ Operational time of the Korea stock markets

Cites Work

• Estimating the number of change-points via Schwarz' criterion
• Spurious number of breaks
• Structural change and unit roots
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

This page was built for publication: Detecting the number of structural breaks