Modelling structural change using broken sticks

Don Webber, Paul White and Angela Helvin ()
Additional contact information
Paul White: Department of Mathematics and Statistics, University of the West of England, Bristol, UK
Angela Helvin: Department of Mathematics and Statistics, University of the West of England, Bristol, UK

No 801, Working Papers from Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol

Abstract: This paper presents a “broken stick” method to test for structural breaks in a regression model. The method is illustrated using output data across the EU and the results are bootstrapped to identify statistical significance.

Keywords: Chow test; Broken stick regression (search for similar items in EconPapers)
JEL-codes: C12 C22 E32 (search for similar items in EconPapers)
Pages: 12 pages
Date: 2008-01
New Economics Papers: this item is included in nep-ecm, nep-mac and nep-ore
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://carecon.org.uk/DPs/0801.pdf First version, 2008 (application/pdf)

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:uwe:wpaper:0801

Access Statistics for this paper

More papers in Working Papers from Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol Contact information at EDIRC.
Bibliographic data for series maintained by Jo Michell ().