Modelling structural change using broken sticks

This paper presents a “broken stick” method to test for structural breaks in a regression model. The method is illustrated using output data across the EU and the results are bootstrapped to identify statistical significance.

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Year of publication:	2008-01
Authors:	Webber, Don ; White, Paul ; Helvin, Angela
Institutions:	Department of Accounting, Economics and Finance, Bristol Business School
Subject:	Chow test \| Broken stick regression

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 0801 12 pages
Classification:	C12 - Hypothesis Testing ; C22 - Time-Series Models ; E32 - Business Fluctuations; Cycles
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005565989