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

^*Corresponding author for this work

School of Education

Research output: Contribution to journal › Article › peer-review

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

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1016/0165-1765(89)90168-7

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title = "An arbitrariness-free method of detecting structural changes",

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.",

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year = "1989",

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AU - Akiba, Hiroya

AU - Waragai, Tomoki

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JO - Economics Letters

JF - Economics Letters

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An arbitrariness-free method of detecting structural changes

Abstract

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