EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"multiple-regime regressions"
Narrow search

Narrow search

Year of publication
Subject
All
Multiple change points 1 asymptotic distribution 1 least absolute deviation 1 multiple-regime regressions 1
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Language
All
Undetermined 1
Author
All
Jushan, Bai 1
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
MPRA Paper 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Estimation of multiple-regime regressions with least absolutes deviation
Jushan, Bai - Volkswirtschaftliche Fakultät, … - 1995
This paper considers least absolute deviations estimation of a regression model with multiple change points occurring at unknown times. Some asymptotic results, including rates of convergence and asymptotic distributions, for the estimated change points and the estimated regression coefficient...
Persistent link: https://www.econbiz.de/10009251557
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...