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 |
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Pages (from-to) | 27-30 |
Number of pages | 4 |
Journal | Economics Letters |
Volume | 29 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1989 |
ASJC Scopus subject areas
- Finance
- Economics and Econometrics