نتایج جستجو برای: structural break
تعداد نتایج: 434895 فیلتر نتایج به سال:
We demonstrate the poor performance, with seasonal data, of existing methods for endogenously dating multiple structural breaks. Motivated by iterative nonparametric techniques, we present a new approach for estimating parametric structural break models that performs well. We suggest that iterative estimation methods are a simple but important feature of this approach to seasonal modelling. The...
The literature on structural breaks focuses on ex post identification of break points that may have occurred in the past. While this question is important, a more challenging problem facing econometricians is to provide forecasts when the data generating process is unstable. The purpose of this paper is to provide a general methodology for forecasting in the presence of model instability. We ma...
This paper studies a panel data regression setting, where a break occurs at a unknown common date. In this paper, we establish the consistency and rate of convergence of the change point estimator. The break date can be estimated consistently both in xed time horizon and large panels, which indicates that the structural change can be well detected even in short panels. Furthermore, the limitin...
We consider the problem of estimating and testing for multiple breaks in a single equation framework with regressors that are endogenous, i.e., correlated with the errors. First, we show based on standard assumptions about the regressors, instruments and errors that the second stage regression of the instrumental variable procedure involves regressors and errors that satisfy all the assumptions...
Regional inequality is severe in China since regional development is uneven due to various initial conditions and government policies. We employ unit root tests allowing for structural breaks to alternative inequality measures from 1952 to 2000. Empirical results indicate that (1) the regional inequality is trend stationary with structural breaks rather than follow a random walk. Thus, ignoring...
the present research was conducted to accomplish two purposes. firstly, it aimed to explore and describe schematic structure or what halliday and hassan (1989, p.64) have called “generic structure potential” (gsp) of american english, iranian persian and iranian english newspaper editorials within systemic functional linguistics. secondly, a quantitative cross-comparison was made to investigate...
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In a recent paper, Bai and Perron(1998) present a comprehensive treatment of issues related to the estimation of linear models with multiple structural changes. They consider the properties of the estimators, including the estimates of the break dates, and the construction of the tests that allow inference to be made about the presence of structural change and the number of breaks. Following th...
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