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~subject:"Structural break"
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Structural break
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Structural break estimation for nonstationary time series models
Davis, Richard A.
;
Lee, Thomas C. M.
;
Rodriguez-Yam, …
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 223-239
Persistent link: https://www.econbiz.de/10003309659
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On consistency of minimum description length model selection for piecewise autoregressions
Davis, Richard A.
;
Hancock, Stacey A.
;
Yao, Yi-Ching
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 360-368
Persistent link: https://www.econbiz.de/10011705206
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