The asymptotic behaviour of the residual sum of squares in models with multiple break points
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DOI: 10.1080/07474938.2017.1307523
Abstract: ABSTRACT Models with multiple discrete breaks in parameters are usually estimated via least squares. This paper, first, derives the asymptotic expectation of the residual sum of squares and shows that the number of estimated break… read more here.
Keywords: asymptotic behaviour; models multiple; break points; residual sum ... See more keywords