EconPapers    
Economics at your fingertips  
 

Detecting at-Most-m Changes in Linear Regression Models

Lajos Horvath, William Pouliot and Shixuan Wang ()

Journal of Time Series Analysis, 2017, vol. 38, issue 4, 552-590

Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://hdl.handle.net/10.1111/jtsa.12228 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:38:y:2017:i:4:p:552-590

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0143-9782

Access Statistics for this article

Journal of Time Series Analysis is currently edited by M.B. Priestley

More articles in Journal of Time Series Analysis from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2019-08-09
Handle: RePEc:bla:jtsera:v:38:y:2017:i:4:p:552-590