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 | |
| Publication status | Published - 1989 |
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ASJC Scopus subject areas
- Economics and Econometrics
- Finance
Cite this
An arbitrariness-free method of detecting structural changes. / Akiba, Hiroya; Waragai, Tomoki.
In: Economics Letters, Vol. 29, No. 1, 1989, p. 27-30.Research output: Contribution to journal › Article
}
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
VL - 29
SP - 27
EP - 30
JO - Economics Letters
JF - Economics Letters
SN - 0165-1765
IS - 1
ER -