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Inference on structural breaks using information criteria

by Alastair R. Hall; Denise R. Osborn; Nikolaos D. Sakkas
Year of publication:
2012
Authors: Hall, Alastair R. ; Osborn, Denise R. ; Sakkas, Nikolaos D.
Publisher: Manchester : Centre for Growth and Business Cycle Research, Economic Studies, Univ. of Manchester
Subject: structural breaks | information criteria | instrumental variables estimation | Strukturbruch | Structural break | IV-Schätzung | Instrumental variables | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis
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