Model selection when there are multiple breaks
Year of publication: |
2012
|
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Authors: | Castle, Jennifer ; Doornik, Jurgen A. ; Hendry, David F. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 169.2012, 2, p. 239-246
|
Subject: | Ökonometrie | Econometrics | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis |
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