Testing for common breaks in a multiple equations system

Tatsushi Oka and Pierre Perron

Year of publication:	February 2018
Authors:	Oka, Tatsushi ; Perron, Pierre
Publisher:	[Victoria, Australia] : Monash University, Department of Econometrics and Business Statistics
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

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