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 |
ASJC Scopus subject areas
- Finance
- Economics and Econometrics
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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