Determining the number of breaks in a piecewise linear regression model
Year of publication: |
2006-12-13
|
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Authors: | Strikholm, Birgit |
Institutions: | Economics Institute for Research (SIR), Handelshögskolan i Stockholm |
Subject: | Model specification | multiple structural breaks |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 648 30 pages |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: |
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Determining the number of breaks in a piecewise linear regression model
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