Resultado de búsqueda
1 de mar. de 2019 · InspectChangepoint uses sparse projection to estimate changepoints in high-dimensional time series. Rbeast provides Bayesian change-point detection and time series decomposition. breakfast includes methods for fast multiple change-point detection and estimation.
10 de nov. de 2021 · This paper investigates the usefulness for forecasting of employing a wider range of information relating to structural break testing than implied by the use of a point estimate of the break date in the model’s coefficients.
28 de oct. de 2021 · This article introduces a new community contributed command called xtbreak, which provides researchers with a complete toolbox for analysing multiple structural breaks in time series and panel data. xtbreak can detect the existence of breaks, determine their number and location, and provide break date confidence intervals.
- arXiv:2110.14550 [econ.EM]
- Econometrics (econ.EM)
1 de sept. de 2019 · PDF | The issue related to a structural break or change point in the econometric and statistics literature is relatively vast. In recent decades it was... | Find, read and cite all the research...
Structural Breaks in Time Series∗. Alessandro Casini †. Pierre Perron‡. Boston University. May 9, 2018. Abstract. This chapter covers methodological issues related to estimation, testing and com-putation for models involving structural changes. Our aim is to review developments as they relate to econometric applications based on linear models.
- 374KB
- 38
This article covers methodological issues related to estimation, testing, and computation for models involving structural changes. Our aim is to review developments as they relate to econometric applications based on linear models.
r understanding drivers of change and their effect on relationships. This article introduces a new community contributed command called xtbreak, which provides researchers with a complete toolbox for analysing multiple structural breaks in time series and panel data. xtbreak can detect the existence of breaks, determine th.
