Structural breaks detection using step-indicator saturation technique in state-space model
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Published:2024
Issue:1
Volume:14
Page:61-80
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ISSN:1757-1170
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Container-title:International Journal of Computational Economics and Econometrics
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language:en
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Short-container-title:IJCEE
Author:
Rose Farid Zamani Che,Ismail Mohd Tahir,Rosili Nur Aqilah Khadijah
Publisher
Inderscience Publishers
Subject
Computer Science Applications,Economics and Econometrics