The Econometrics of Structural Change: With Special Emphasis on Spline Functions

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North-Holland, 1976 - Econometrics - 206 pages
An introduction to models of structural change; Linear splines; Cubic splines; Bilineart splines; Cobb-Douglas splines; Splines lags: why the almon lag has gone to pieces; A survey of estimation techniques for models with unknown points of structural change; The use of splines in multiple regression; Spline loss functions.

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Contents

An Introduction to Models of Structural Change
1
Linear Splines
9
Cubic Splines
21
Copyright

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