Testing for common breaks in a multiple equations system
Tatsushi Oka, Pierre Perron
| Year of publication: |
May 2018
|
|---|---|
| Authors: | Oka, Tatsushi ; Perron, Pierre |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 204.2018, 1, p. 66-85
|
| Subject: | Change-point | Segmented regressions | Break dates | Hypothesis testing | Multiple equations systems | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Strukturbruch | Structural break | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974716