Modeling structural changes in simultaneous equation system
Comprehensive treatment of the issues related to the estimation of linear models with multiple structural changes, to the detection of the presence of these unknown structural breaks and to the deteimination of the number of changes present.
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Format: | Thesis |
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2008
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Online Access: | https://hdl.handle.net/10356/2180 |
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author | Zhang, Yang |
author2 | Huang Weihong |
author_facet | Huang Weihong Zhang, Yang |
author_sort | Zhang, Yang |
collection | NTU |
description | Comprehensive treatment of the issues related to the estimation of linear models with multiple structural changes, to the detection of the presence of these unknown structural breaks and to the deteimination of the number of changes present. |
first_indexed | 2024-10-01T03:20:55Z |
format | Thesis |
id | ntu-10356/2180 |
institution | Nanyang Technological University |
last_indexed | 2024-10-01T03:20:55Z |
publishDate | 2008 |
record_format | dspace |
spelling | ntu-10356/21802020-10-29T18:05:39Z Modeling structural changes in simultaneous equation system Zhang, Yang Huang Weihong School of Humanities and Social Sciences DRNTU::Business::Management::Forecasting Comprehensive treatment of the issues related to the estimation of linear models with multiple structural changes, to the detection of the presence of these unknown structural breaks and to the deteimination of the number of changes present. DOCTOR OF PHILOSOPHY (HSS) 2008-09-16T06:37:11Z 2008-09-16T06:37:11Z 2005 2005 Thesis Zhang, Y. (2005). Modeling structural changes in simultaneous equation system. Doctoral thesis, Nanyang Technological University, Singapore. https://hdl.handle.net/10356/2180 10.32657/10356/2180 Nanyang Technological University application/pdf |
spellingShingle | DRNTU::Business::Management::Forecasting Zhang, Yang Modeling structural changes in simultaneous equation system |
title | Modeling structural changes in simultaneous equation system |
title_full | Modeling structural changes in simultaneous equation system |
title_fullStr | Modeling structural changes in simultaneous equation system |
title_full_unstemmed | Modeling structural changes in simultaneous equation system |
title_short | Modeling structural changes in simultaneous equation system |
title_sort | modeling structural changes in simultaneous equation system |
topic | DRNTU::Business::Management::Forecasting |
url | https://hdl.handle.net/10356/2180 |
work_keys_str_mv | AT zhangyang modelingstructuralchangesinsimultaneousequationsystem |