Testing for common breaks in a multiple equations system
Year of publication: |
May 2018
|
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Authors: | Oka, Tatsushi ; Perron, Pierre |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 204.2018, 1, p. 66-85
|
Subject: | Change-point | Segmented regressions | Break dates | Hypothesis testing | Multiple equations systems | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Strukturbruch | Structural break |
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