状态空间模型中阶跃指示饱和技术的结构断裂检测

IF 0.4 Q4 ECONOMICS

International Journal of Computational Economics and Econometrics Pub Date : 2023-01-01 DOI:10.1504/ijcee.2023.10059193

Nur Aqilah Khadijah Rosili, Mohd Tahir Ismail, Farid Zamani Che Rose

引用次数: 0

摘要

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Structural breaks detection using step-indicator saturation technique in state-space model

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来源期刊

International Journal of Computational Economics and Econometrics ECONOMICS-

CiteScore

0.60

自引率

0.00%

发文量

期刊介绍： IJCEE explores the intersection of economics, econometrics and computation. It investigates the application of recent computational techniques to all branches of economic modelling, both theoretical and empirical. IJCEE aims at an international and multidisciplinary standing, promoting rigorous quantitative examination of relevant economic issues and policy analyses. The journal''s research areas include computational economic modelling, computational econometrics and statistics and simulation methods. It is an internationally competitive, peer-reviewed journal dedicated to stimulating discussion at the forefront of economic and econometric research. Topics covered include: -Computational Economics: Computational techniques applied to economic problems and policies, Agent-based modelling, Control and game theory, General equilibrium models, Optimisation methods, Economic dynamics, Software development and implementation, -Econometrics: Applied micro and macro econometrics, Monte Carlo simulation, Robustness and sensitivity analysis, Bayesian econometrics, Time series analysis and forecasting techniques, Operational research methods with applications to economics, Software development and implementation.