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  • Search: subject:"Detection speed"
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Detection speed 2 BIC 1 Detection accuracy 1 Detection stability 1 Forecasting 1 Information criterion 1 Model selection 1 Multiple structural changes 1
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Undetermined 2
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Article 2
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Undetermined 2
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Fukuda, Kosei 2
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Mathematics and Computers in Simulation (MATCOM) 1 Statistical Papers / Springer 1
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RePEc 2
Showing 1 - 2 of 2
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Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth
Fukuda, Kosei - In: Statistical Papers 48 (2007) 4, pp. 559-580
Persistent link: https://www.econbiz.de/10008533756
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Monitoring unit root and multiple structural changes: An information criterion approach
Fukuda, Kosei - In: Mathematics and Computers in Simulation (MATCOM) 71 (2006) 2, pp. 121-130
the conventional hypothesis testing method in terms of detection accuracy and detection speed. Furthermore, the empirical …
Persistent link: https://www.econbiz.de/10010749980
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