Title of article :
Detecting the number of structural breaks
Author/Authors :
In-Moo Kim، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Abstract :
This paper shows that in contrast to the results reported by Nunes et al. (1996) the commonly used model selection criterion, Schwarzʹs Bayesian information criterion detects the number of structural breaks accurately provided that appropriate regressors were used.
Keywords :
Structural breaks , Trend-stationary processes , Model selection , Difference-stationary processes
Journal title :
Economics Letters
Journal title :
Economics Letters