Change-point estimators with the weighted objective function when estimating breaks one at a time

Toshikazu Tayanagi, 俊和 田柳, Eiji Kurozumi and 英司 黒住

No 2023-04, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: Structural break; structural change; break point; break fraction (search for similar items in EconPapers)
JEL-codes: C13 C22 (search for similar items in EconPapers)
Pages: 59 pages
Date: 2023-11-14
New Economics Papers: this item is included in nep-ecm and nep-ets
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Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2023-04

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