Paul White Paul.White@uwe.ac.uk
Professor in Applied Statistics
Testing for a structural change of gradient in regression modelling
White, Paul; Webber, Don J.; Helvin, Angela
Authors
Don Webber Don.Webber@uwe.ac.uk
Angela Helvin
Abstract
We present a “broken stick” method to model structural changes of gradient in a regression model. The assessment of the statistical significance of the nodes in the model is assessed using bootstrap techniques. The method is illustrated using output data across the EU but more generally applies when modelling changes of gradient in a regression model whilst fixing the change point and preserving continuity.
Citation
White, P., Webber, D. J., & Helvin, A. (2010). Testing for a structural change of gradient in regression modelling. Empirical Economics Letters, 9(8), 819-826
Journal Article Type | Article |
---|---|
Publication Date | Jan 1, 2010 |
Publicly Available Date | Jun 8, 2019 |
Journal | Empirical Economics Letters |
Print ISSN | 1681-8997 |
Peer Reviewed | Peer Reviewed |
Volume | 9 |
Issue | 8 |
Pages | 819-826 |
Keywords | chow test, broken stick regression |
Public URL | https://uwe-repository.worktribe.com/output/989206 |
Publisher URL | http://www.eel.my100megs.com/volume-9-number-8.htm |
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