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Testing for a structural change of gradient in regression modelling

White, Paul; Webber, Don J.; Helvin, Angela

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Authors

Paul White Paul.White@uwe.ac.uk
Professor in Applied Statistics

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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