Structural change estimation in time series regressions with endogenous variables
Junhui Qian; Liangjun Su
| Year of publication: |
2014
|
|---|---|
| Authors: | Qian, Junhui ; Su, Liangjun |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 125.2014, 3, p. 415-421
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| Subject: | Group fused Lasso | Multiple breaks | Penalized least squares | Penalized GMM | Structural change | Schätztheorie | Estimation theory | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Strukturwandel | Kleinste-Quadrate-Methode | Least squares method | Momentenmethode | Method of moments |
| 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/10010506531