Showing 1 - 10 of 456
Persistent link: https://www.econbiz.de/10009490092
Persistent link: https://www.econbiz.de/10011373282
Persistent link: https://www.econbiz.de/10010239104
Persistent link: https://www.econbiz.de/10010531165
Persistent link: https://www.econbiz.de/10009663577
Persistent link: https://www.econbiz.de/10010239098
Persistent link: https://www.econbiz.de/10011795376
Persistent link: https://www.econbiz.de/10011211451
Persistent link: https://www.econbiz.de/10010712678
This paper investigates the usefulness of information criteria for inference on the number of structural breaks in a standard linear regression model. In particular, we propose a modified penalty function for such criteria based on theoretical arguments, which implies each break is equivalent to...
Persistent link: https://www.econbiz.de/10010759985