Modeling structural changes in simultaneous equation system
Comprehensive treatment of the issues related to the estimation of linear models with multiple structural changes, to the detection of the presence of these unknown structural breaks and to the deteimination of the number of changes present.
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Theses and Dissertations |
| Published: |
2008
|
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |
| Summary: | Comprehensive treatment of the issues related to the estimation of linear models with multiple structural changes, to the detection of the presence of these unknown structural breaks and to the deteimination of the number of changes present. |
|---|