• Title of article

    Detecting the number of structural breaks

  • Author/Authors

    In-Moo Kim، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1997
  • Pages
    4
  • From page
    145
  • To page
    148
  • Abstract
    This paper shows that in contrast to the results reported by Nunes et al. (1996) the commonly used model selection criterion, Schwarzʹs Bayesian information criterion detects the number of structural breaks accurately provided that appropriate regressors were used.
  • Keywords
    Structural breaks , Trend-stationary processes , Model selection , Difference-stationary processes
  • Journal title
    Economics Letters
  • Serial Year
    1997
  • Journal title
    Economics Letters
  • Record number

    434435

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=434435