Structural breaks detection using step-indicator saturation technique in state-space model
Farid Zamani Che Rose, Mohd Tahir Ismail, Nur Aqilah Khadijah Rosili
| Year of publication: |
2024
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|---|---|
| Authors: | Farid Zamani Che Rose ; Mohd Tahir Ismail ; Nur Aqilah Khadijah Rosili |
| Published in: |
International journal of computational economics and econometrics : IJCEE. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1189, ZDB-ID 2545120-0. - Vol. 14.2024, 1, p. 61-80
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| Subject: | general-to-specific | GETS | model selection | Monte Carlo | SIS | state-space model | step-indicator saturation | structural breaks | Strukturbruch | Structural break | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJCEE.2024.135656 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015062778