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dc.contributor.authorHornik, Kurtde
dc.contributor.authorKleiber, Christiande
dc.contributor.authorKrämer, Walterde
dc.contributor.authorZeileis, Achimde
dc.date.accessioned2004-12-06T18:50:10Z-
dc.date.available2004-12-06T18:50:10Z-
dc.date.issued2002de
dc.identifier.urihttp://hdl.handle.net/2003/5229-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-15203-
dc.description.abstractThe 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.extent140773 bytes-
dc.format.extent851717 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypeapplication/postscript-
dc.language.isoende
dc.publisherUniversitätsbibliothek Dortmundde
dc.subjectstructural changeen
dc.subjectchangepoint problemen
dc.subjectsegmented regressionsen
dc.subjectR, S, Bellman principleen
dc.subject.ddc310de
dc.titleTesting and Dating of Structural Changes in Practiceen
dc.typeTextde
dc.type.publicationtypereporten
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 475

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