Estimating restricted structural change models

Journal of Econometrics

Volumn 134, Issue 2, 2006, Pages 373-399

  Perron, Pierre ^a   Qu, Zhongjun ^b  

^a Boston University   (United States)

^b UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Break dates; Change point; Hypothesis testing; Model selection; Segmented regressions

Indexed keywords

ALGORITHMS; ASYMPTOTIC STABILITY; COMPUTER SIMULATION; MATHEMATICAL MODELS; OPTIMIZATION; REGRESSION ANALYSIS;

BREAK DATES; CHANGE POINT; HYPOTHESIS TESTING; MODEL SELECTION; SEGMENTED REGRESSIONS;

PARAMETER ESTIMATION;

EID: 33747871785     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.06.030     Document Type: Article

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