Model selection when there are multiple breaks
Year of publication: |
2012
|
---|---|
Authors: | Castle, Jennifer L. ; Doornik, Jurgen A. ; Hendry, David F. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 169.2012, 2, p. 239-247
|
Saved in:
Saved in favorites
Similar items by person
-
Detecting Location Shifts during Model Selection by Step-Indicator Saturation
Castle, Jennifer L., (2015)
-
Model selection when there are multiple breaks
Castle, Jennifer L., (2012)
-
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation
Castle, Jennifer L., (2012)
- More ...