Model selection in under-specified equations facing breaks
Jennifer L. Castle; David F. Hendry
| Year of publication: |
2014
|
|---|---|
| Authors: | Castle, Jennifer ; Hendry, David F. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 286-293
|
| Subject: | Model selection | Mis-specification | Breaks | Impulse-indicator saturation | Autometrics | Strukturbruch | Structural break | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010256158