Showing 1 - 4 of 4
The paper presents an approach to the analysis of data that contains (multiple) structural changes in a linear regression setup. We implement various strategies which have been suggested in the literature for testing against structural changes as well as a dynamic programming algorithm for the...
Persistent link: https://www.econbiz.de/10009770910
Persistent link: https://www.econbiz.de/10001742246
The paper presents an approach to the analysis of data that contains (multiple) structural changes in a linear regression setup. We implement various strategies which have been suggested in the literature for testing against structural changes as well as a dynamic programming algorithm for the...
Persistent link: https://www.econbiz.de/10010316542
The paper presents an approach to the analysis of data that contains (multiple) structural changes in a linear regression setup. We implement various strategies which have been suggested in the literature for testing against structural changes as well as a dynamic programming algorithm for the...
Persistent link: https://www.econbiz.de/10010982402