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.

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Bibliographic Details
Main Author:	Zhang, Yang
Other Authors:	Huang Weihong
Format:	Theses and Dissertations
Published:	2008
Subjects:	DRNTU::Business::Management::Forecasting
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-2180
record_format	dspace
spelling	sg-ntu-dr.10356-21802020-03-20T19:13:57Z Modeling structural changes in simultaneous equation system Zhang, Yang Huang Weihong School of Humanities and Social Sciences DRNTU::Business::Management::Forecasting 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. DOCTOR OF PHILOSOPHY (HSS) 2008-09-16T06:37:11Z 2008-09-16T06:37:11Z 2005 2005 Thesis Zhang, Y. (2005). Modeling structural changes in simultaneous equation system. Doctoral thesis, Nanyang Technological University, Singapore. 10356/2180 10.32657/10356/2180 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
country	Singapore
collection	DR-NTU
topic	DRNTU::Business::Management::Forecasting
spellingShingle	DRNTU::Business::Management::Forecasting Zhang, Yang Modeling structural changes in simultaneous equation system
description	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.
author2	Huang Weihong
author_facet	Huang Weihong Zhang, Yang
format	Theses and Dissertations
author	Zhang, Yang
author_sort	Zhang, Yang
title	Modeling structural changes in simultaneous equation system
title_short	Modeling structural changes in simultaneous equation system
title_full	Modeling structural changes in simultaneous equation system
title_fullStr	Modeling structural changes in simultaneous equation system
title_full_unstemmed	Modeling structural changes in simultaneous equation system
title_sort	modeling structural changes in simultaneous equation system
publishDate	2008
_version_	1681036358911524864

Modeling structural changes in simultaneous equation system

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