The asymptotic behaviour of the residual sum of squares in models with multiple break points
Year of publication: |
2017
|
---|---|
Authors: | Hall, Alastair R. ; Osborn, Denise R. ; Sakkas, Nikolaos |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 6/9, p. 667-698
|
Subject: | Linear models | nonlinear models | ordinary least squares | parameter change | two-stage least squares | US monetary policy | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method | Geldpolitik | Monetary policy |
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