An arbitrariness-free method of detecting structural changes

Hiroya Akiba, Tomoki Waragai

    研究成果: Article

    1 引用 (Scopus)

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    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.

    元の言語English
    ページ(範囲)27-30
    ページ数4
    ジャーナルEconomics Letters
    29
    発行部数1
    DOI
    出版物ステータスPublished - 1989

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    ASJC Scopus subject areas

    • Economics and Econometrics
    • Finance

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