An arbitrariness-free method of detecting structural changes

Hiroya Akiba, Tomoki Waragai

Research output: Contribution to journalArticle

1 Citation (Scopus)


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 languageEnglish
Pages (from-to)27-30
Number of pages4
JournalEconomics Letters
Issue number1
Publication statusPublished - 1989


ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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