A new test for detection of local structural changes
Julia Bondarenko; Nazli Sahin; Philipp Wittenberg
| Year of publication: |
2010
|
|---|---|
| Authors: | Bondarenko, Julia ; Sahin, Nazli ; Wittenberg, Philipp |
| Other Persons: | Krumbholz, Wolf (contributor) ; Seidel, Wilfried (contributor) ; Hebbel, Hartmut (contributor) |
| Publisher: |
Hamburg : Helmut-Schmidt-Univ., Fak. für Wirtschafts- und Sozialwiss. |
| Subject: | Strukturbruch | Structural break | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Multiple Regression | Multiple regression | Theorie | Theory | Lineares Regressionsmodell | Residuenanalyse | Schiefe Wahrscheinlichkeitsverteilung |
| Extent: | 16 S graph. Darst |
|---|---|
| Series: | Discussion papers in statistics and quantitative economics. - Hamburg : [Verlag nicht ermittelbar], ZDB-ID 291278-8. - Vol. 123 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Herausgeber der Serie und Bd. 123 : W. Krumbholz, Wilfried Seidel; Mithrsg.: Hartmut Hebbel, ... |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008810267