Model selection criteria in multivariate models with multiple structural changes
Year of publication: |
2011
|
---|---|
Authors: | Kurozumi, Eiji ; Tuvaandorj, Purevdorj |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 164.2011, 2, p. 218-238
|
Subject: | Theorie | Theory | Strukturbruch | Structural break | Modellierung | Scientific modelling | Monte-Carlo-Simulation | Monte Carlo simulation |
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