An arbitrariness-free method of detecting structural changes

Hiroya Akiba, Tomoki Waragai

Research output: Contribution to journalArticle

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 languageEnglish
Pages (from-to)27-30
Number of pages4
JournalEconomics Letters
Volume29
Issue number1
DOIs
Publication statusPublished - 1989

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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