Detecting volcanic eruptions in temperature reconstructions by designed break-indicator saturation
We present a methodology for detecting structural breaks at any point in time-series regression models using an indicator saturation approach. Building on recent developments in econometric model selection for more variables than observations, we saturate a regression model with a full set of design...
| Autores principales: | , , |
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| Formato: | Working paper |
| Publicado: |
University of Oxford
2016
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