Title of article
The joint determination of the number and the type of structural changes
Author/Authors
Zijun Wang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
6
From page
222
To page
227
Abstract
This note suggests the use of information criteria to jointly determine the number and the type of multiple structural changes. The simulation evidence shows that the Bayesian information criterion is consistent and has good finite sample performance for various model specifications.
Keywords
Information criteria , Multiple structural changes , Model selection
Journal title
Economics Letters
Serial Year
2006
Journal title
Economics Letters
Record number
436070
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