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Journal of Applied Econometrics
Volumn 20, Issue 5, 2005, Pages 685-690
Validating multiple structural change models-a case study
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Indexed keywords

EID: 23844461587     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.856     Document Type: Article
Times cited : (63)
References (11)
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  • 3
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    • Estimating and testing linear models with multiple structural changes
    • Bai J, Perron P. 1998. Estimating and testing linear models with multiple structural changes. Econometrica 66: 47-78.
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    • Bai, J.1    Perron, P.2
  • 4
    • 0037286212 scopus 로고    scopus 로고
    • Computation and analysis of multiple structural change models
    • Bai J, Perron P. 2003. Computation and analysis of multiple structural change models. Journal of Applied Econometrics 18: 1-22.
    • (2003) Journal of Applied Econometrics , vol.18 , pp. 1-22
    • Bai, J.1    Perron, P.2
  • 5
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    • Rational Chebyshev approximations for the error function
    • Cody WJ. 1969. Rational Chebyshev approximations for the error function. Mathematics of Computation 22: 631-637.
    • (1969) Mathematics of Computation , vol.22 , pp. 631-637
    • Cody, W.J.1
  • 7
    • 20444458948 scopus 로고    scopus 로고
    • Reproducible statistical research
    • Leisch F, Rossini AJ. 2003. Reproducible statistical research. Chance 16: 46-50.
    • (2003) Chance , vol.16 , pp. 46-50
    • Leisch, F.1    Rossini, A.J.2
  • 8
    • 2942746555 scopus 로고    scopus 로고
    • Verifying the solution from a nonlinear solver: A case study
    • McCullough BD, Vinod HD. 2003. Verifying the solution from a nonlinear solver: a case study. American Economic Review 93: 873-892.
    • (2003) American Economic Review , vol.93 , pp. 873-892
    • McCullough, B.D.1    Vinod, H.D.2
  • 9
    • 1842607847 scopus 로고    scopus 로고
    • R Foundation for Statistical Computing, Vienna, Austria
    • R Development Core Team. 2004. R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing, Vienna, Austria. URL http://www.R-project.org/
    • (2004) R: A Language and Environment for Statistical Computing
  • 10
    • 23844511232 scopus 로고    scopus 로고
    • Validating multiple structural change models-an extended case study
    • Report 12, Department of Statistics and Mathematics
    • Zeileis A, Kleiber C. 2005. Validating multiple structural change models-an extended case study. Report 12, Department of Statistics and Mathematics, Wirtschaftsuniversität Wien, Research Report Series. URL http://epub.wu-wien.ac.at/
    • (2005) Wirtschaftsuniversität Wien, Research Report Series
    • Zeileis, A.1    Kleiber, C.2
  • 11
    • 0141931984 scopus 로고    scopus 로고
    • Strucchange: An R package for testing for structural change in linear regression models
    • Zeileis A, Leisch F, Hornik K, Kleiber C. 2002. strucchange: An R package for testing for structural change in linear regression models. Journal of Statistical Software 7: 1-38. URL http://www.jstatsoft.org/v07/i02/
    • (2002) Journal of Statistical Software , vol.7 , pp. 1-38
    • Zeileis, A.1    Leisch, F.2    Hornik, K.3    Kleiber, C.4

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