Estimating Multiple Breaks One at a Time
نویسندگان
چکیده
منابع مشابه
Which OIC countries are catching up? Time Series Evidences with Multiple Structural Breaks
Abstract In this paper, income per capita convergence hypothesis is tested in selected OIC countries. For this purpose, we use the time series model and univariate KPSS stationary test with multiple structural breaks (Carrion-i-Silvestre et al. (2005)) over the period 1950-2008. The results show that most OIC countries could not catch up toward USA. Although because of some positive term of tra...
متن کاملOne Loop at a Time
Classic techniques for proving termination require the identification of a measure mapping program states to the elements of a well founded domain and to show that this measure decreases with each iteration of a loop in the program. This is a global termination condition — there is a single measure which must be shown to decrease over all of the loops in the program. In this abstract we look at...
متن کاملOne step at a time
for these devices. But the macro layer of a network can be expanded to go a long way. In the near-term, the smartphone challenge is not about providing the capacity to cope with subscriber datausage, but is related to how the signaling system is configured. To build the networks that will cope with long-term predictions requires a new approach to network construction, heterogeneous networks – m...
متن کاملOne organ at a time
S tem cell research—and investment into it—has been largely inspired by the hope of using stem cells to regenerate, repair or replace damaged tissue or even whole organs. Stem cell-based therapies promise to eventually solve the problems associated with conventional organ transplantation: notably tissue rejection, a shortage of donors and the poor quality of donor organs. A much improved knowle...
متن کاملDetecting multiple mean breaks at unknown points in official time series
In this paper, we propose a computationally effective approach to detect multiple structural breaks in the mean occurring at unknown dates. We present a non-parametric approach that exploits, in the framework of least squares regression trees, the contiguity property of data generating processes in time series data. The proposed approach is applied first to simulated data and then to the Quarte...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Econometric Theory
سال: 1997
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466600005831