Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth
Year of publication: |
2007
|
---|---|
Authors: | Fukuda, Kosei |
Published in: |
Statistical Papers. - Springer. - Vol. 48.2007, 4, p. 559-580
|
Publisher: |
Springer |
Subject: | Detection speed | Information criterion | Model selection | Multiple structural changes |
-
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik, (2014)
-
Performance of information criteria for selection of Hawkes process models of financial data
Chen, Jing, (2018)
-
A model selection approach for multiple indicators multiple causes model
Fukuda, Kosei, (2019)
- More ...
-
The validity of trend-cycle decomposition using unobserved component model : Monte Carlo evidence
Fukuda, Kosei, (2008)
-
Fukuda, Kosei, (2008)
-
Empirical evidence on intergenerational inequality of tax burdens in the US and Japan
Fukuda, Kosei, (2008)
- More ...