Testing for Multiple Structural Changes with Non-Homogeneous Regressors

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Summary, etc.：: This paper investigates tests for multiple structural changes with non-homogeneous regressors, such as polynomial trends. We consider exponential-type...

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Material Type: 文書・図像類
Title: Testing for Multiple Structural Changes with Non-Homogeneous Regressors
Author/Editor: Kurozumi, Eiji
Author Heading: Kurozumi, Eiji
https://nrid.nii.ac.jp/nrid/1000000332643/
Publication, Distribution, etc.: Institute of Economic Research, Hitotsubashi University
Publication Date: 2012-02
Publication Date (W3CDTF): 2012-02
Contributor: 社会科学の高度統計・実証分析拠点構築 = Research Unit for Statistical and Empirical Analysis in Social Sciences
Text Language Code: eng
Subject Heading: multiple breaks
exp-type test
sup-type test
avg-type test
mean-type test
Target Audience: 一般
Note (General): グローバルCOEプログラム = Global COE Program
Format (IMT): application/pdf
Source: fulltext
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/22207/gd11-227.pdf
Access Restrictions: インターネット公開
Periodical Title: Global COE Hi-Stat Discussion Paper Series ; No. 227
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources