Dijk, D.J.C. van; Franses, Ph.H.B.F.; Ravazzolo, F. - Erasmus University Rotterdam, Econometric Institute - 2007
, structural breaks.
JEL Classification: C11, C22, C53, C82, E01, E27
∗We are grateful to Sharon Kozicki and Norman Swanson for … release. This is achieved by allowing for occasional struc-
tural breaks of random magnitude in the regression parameters. We … structural breaks in the regression coefficients in
a model relating the final value (or the revision) to the early release …