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

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    Structural change
    Regression model

    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 journalArticle

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