The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
This paper considers issues related to multiple structural changes, occurring at unknown dates, in the linear regression model when restrictions are imposed on the parameters. This includes, for example, the important special case where different nonadjacent regimes are the same. The estimates are constructed as global minimizers of the restricted sum of squared residuals and we provide an extension...
This paper analyzes the consistency, rate of convergence and limiting distributions of parameter estimates in models where the trend function exhibits a slope change at some unknown date and the errors can be either stationary or have a unit root. These estimates are obtained by minimizing the sum of squared residuals in simple regressions involving a constant, a trend, a slope shift regressor and...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.