The asymptotic behaviour of the residual sum of squares in models with multiple break points
Alastair R. Hall, Denise R. Osborn, and Nikolaos Sakkas
| Year of publication: |
2017
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|---|---|
| Authors: | Hall, Alastair R. ; Osborn, Denise R. ; Sakkas, Nikolaos |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 6/9, p. 667-698
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| Subject: | Linear models | nonlinear models | ordinary least squares | parameter change | two-stage least squares | US monetary policy | Kleinste-Quadrate-Methode | Least squares method | Schätztheorie | Estimation theory | Geldpolitik | Monetary policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2017.1307523 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011795376