An arbitrariness-free method of detecting structural changes

Hiroya Akiba; Tomoki Waragai

doi:10.1016/0165-1765(89)90168-7

An arbitrariness-free method of detecting structural changes

Hiroya Akiba, Tomoki Waragai

School of Education

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

An alternative application method of MAIC is proposed to identify the points in time of structural change. Its advantage is that it can avoid arbitrariness in two respects: that arising from choosing significance levels and that from specifying regression models.

Original language	English
Pages (from-to)	27-30
Number of pages	4
Journal	Economics Letters
Volume	29
Issue number	1
DOIs	https://doi.org/10.1016/0165-1765(89)90168-7
Publication status	Published - 1989

ASJC Scopus subject areas

Finance
Economics and Econometrics

Access to Document

10.1016/0165-1765(89)90168-7

Fingerprint Dive into the research topics of 'An arbitrariness-free method of detecting structural changes'. Together they form a unique fingerprint.

Cite this

@article{9491df147a4844f88a7e4664524c5606,

title = "An arbitrariness-free method of detecting structural changes",

abstract = "An alternative application method of MAIC is proposed to identify the points in time of structural change. Its advantage is that it can avoid arbitrariness in two respects: that arising from choosing significance levels and that from specifying regression models.",

author = "Hiroya Akiba and Tomoki Waragai",

year = "1989",

doi = "10.1016/0165-1765(89)90168-7",

language = "English",

volume = "29",

pages = "27--30",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier",

number = "1",

}

TY - JOUR

T1 - An arbitrariness-free method of detecting structural changes

AU - Akiba, Hiroya

AU - Waragai, Tomoki

PY - 1989

Y1 - 1989

N2 - An alternative application method of MAIC is proposed to identify the points in time of structural change. Its advantage is that it can avoid arbitrariness in two respects: that arising from choosing significance levels and that from specifying regression models.

AB - An alternative application method of MAIC is proposed to identify the points in time of structural change. Its advantage is that it can avoid arbitrariness in two respects: that arising from choosing significance levels and that from specifying regression models.

UR - http://www.scopus.com/inward/record.url?scp=45249129012&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=45249129012&partnerID=8YFLogxK

U2 - 10.1016/0165-1765(89)90168-7

DO - 10.1016/0165-1765(89)90168-7

M3 - Article

AN - SCOPUS:45249129012

VL - 29

SP - 27

EP - 30

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

IS - 1

ER -

An arbitrariness-free method of detecting structural changes

Abstract

ASJC Scopus subject areas

Access to Document

Other files and links

Cite this