Detection of a change-point in student-t linear regression models
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DOI: 10.1007/s00362-005-0271-x
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References listed on IDEAS
- Fernández, C. & Steel, M.F.J., 1997.
"Multivariate Student -t Regression Models : Pitfalls and Inference,"
Discussion Paper
1997-08, Tilburg University, Center for Economic Research.
- Fernández, C. & Steel, M.F.J., 1997. "Multivariate Student -t Regression Models : Pitfalls and Inference," Other publications TiSEM 3fff240d-a587-4537-ba5f-2, Tilburg University, School of Economics and Management.
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Keywords
Change-point; Student-t model; regression model; Schwarz information criterion;All these keywords.
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