Estimating and testing structural changes in multivariate regressions
by Zhongjun Qu and Pierre Perron
| Year of publication: |
2007
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|---|---|
| Authors: | Qu, Zhongjun ; Perron, Pierre |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 75.2007, 2, p. 459-502
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| Subject: | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Multiple Regression | Multiple regression | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003462410