Estimating break points in a time series regression with structural changes
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Publication:1418609
DOI10.1016/S0378-4754(03)00123-XzbMath1031.62076MaRDI QIDQ1418609
Zonglu He, Koichi Maekawa, Kianheng Tee
Publication date: 14 January 2004
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (3)
A weighted symmetric cointegration test ⋮ Monitoring unit root and multiple structural changes: An information criterion approach ⋮ Strong convergence rate of robust estimator of change point
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