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

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

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ASJC Scopus subject areas

Finance
Economics and Econometrics

Cite this

Akiba, H., & Waragai, T. (1989). An arbitrariness-free method of detecting structural changes. Economics Letters, 29(1), 27-30. https://doi.org/10.1016/0165-1765(89)90168-7

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10.1016/0165-1765(89)90168-7