Change-point estimators with the weighted objective function when estimating breaks one at a time
Year of publication: |
November 2023
|
---|---|
Authors: | Tayanagi, Toshikazu ; Kurozumi, Eiji |
Publisher: |
[Tokyo] : [Graduate School of Economics, Hitotsubashi University] |
Subject: | Structural break | structural change | break point | break fraction | Strukturbruch | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Strukturwandel | Structural change |
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