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Statistical Method for Detecting Structural Change in the Growth Process

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  • Yoshiyuki Ninomiya
  • Atsushi Yoshimoto

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  • Yoshiyuki Ninomiya & Atsushi Yoshimoto, 2008. "Statistical Method for Detecting Structural Change in the Growth Process," Biometrics, The International Biometric Society, vol. 64(1), pages 46-53, March.
    • Handle: RePEc:bla:biomet:v:64:y:2008:i:1:p:46-53
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    File URL: http://hdl.handle.net/10.1111/j.1541-0420.2007.00844.x
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    References listed on IDEAS

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    1. Ninomiya, Yoshiyuki, 2005. "Information criterion for Gaussian change-point model," Statistics & Probability Letters, Elsevier, vol. 72(3), pages 237-247, May.
    2. Garcia, Rene & Perron, Pierre, 1996. "An Analysis of the Real Interest Rate under Regime Shifts," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 111-125, February.
    3. Yao, Yi-Ching, 1988. "Estimating the number of change-points via Schwarz' criterion," Statistics & Probability Letters, Elsevier, vol. 6(3), pages 181-189, February.
    4. Andrews, Donald W K, 1993. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Econometrica, Econometric Society, vol. 61(4), pages 821-856, July.
    5. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
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    Cited by:

    1. Yoshiyuki Ninomiya, 2015. "Change-point model selection via AIC," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(5), pages 943-961, October.

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