Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Hornik, Kurt | de |
dc.contributor.author | Kleiber, Christian | de |
dc.contributor.author | Krämer, Walter | de |
dc.contributor.author | Zeileis, Achim | de |
dc.date.accessioned | 2004-12-06T18:50:10Z | - |
dc.date.available | 2004-12-06T18:50:10Z | - |
dc.date.issued | 2002 | de |
dc.identifier.uri | http://hdl.handle.net/2003/5229 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-15203 | - |
dc.description.abstract | The paper presents an approach to the analysis of data that contains (multiple) structural changes in a linear regression setup. We implement various strategies which have been suggested in the literature for testing against structural changes as well as a dynamic programming algorithm for the dating of the breakpoints in the R statistical software package. Using historical data on Nile river discharges, road casualties in Great Britain and oil prices in Germany it is shown that changes in the mean of a time series as well as in the coefficients of a linear regression are easily matched with identifiable historical, political or economic events. | en |
dc.format.extent | 140773 bytes | - |
dc.format.extent | 851717 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/postscript | - |
dc.language.iso | en | de |
dc.publisher | Universitätsbibliothek Dortmund | de |
dc.subject | structural change | en |
dc.subject | changepoint problem | en |
dc.subject | segmented regressions | en |
dc.subject | R, S, Bellman principle | en |
dc.subject.ddc | 310 | de |
dc.title | Testing and Dating of Structural Changes in Practice | en |
dc.type | Text | de |
dc.type.publicationtype | report | en |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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39_02.pdf | DNB | 137.47 kB | Adobe PDF | View/Open |
tr39-02.ps | 831.75 kB | Postscript | View/Open |
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