Detecting multiple mean breaks at unknown points in official time series
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Publication:929718
DOI10.1016/j.matcom.2008.01.041zbMath1143.65009OpenAlexW2018176499WikidataQ60401485 ScholiaQ60401485MaRDI QIDQ929718
Richard N. Penny, Carmela Cappelli, Marco Reale, William S. Rea
Publication date: 18 June 2008
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2008.01.041
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- Printer graphics for clustering
- Estimating and Testing Linear Models with Multiple Structural Changes
- Seasonal adjustment with the X-11 method
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