TY  - JOUR
T1  - Performance of Methods Determining Structural Break in Linear Regression Models
AU  - Özdemir Güler, Zümre
AU  - Bakır, Mehmet Akif
PY  - 2019
DA  - September
DO  - 10.33818/ier.450804
JF  - International Econometric Review
JO  - IER
PB  - Econometric Research Association
WT  - DergiPark
SN  - 1308-8793
SP  - 70
EP  - 83
VL  - 11
IS  - 2
LA  - en
AB  - Inthis study, performance evaluation of some suggested approaches for thedetermination of structural break in a regression equation was studied. In thiscontext, firstly the theoretical structure of some well-known methods ondetermination of structural break was considered by defining structural breakproblem. Suggested tests for the determination of the structural break may haveperformance differences under some factors. To demonstrate these differences, asimulation study in terms of effects of factors considered as performances ofthese methods. The results of the simulation revealed that the performancesvaries in terms of some structural features from the suggested methods forbreakage determination.
KW  - Structural break
KW  - Linear regression models
KW  - Model stability
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UR  - https://doi.org/10.33818/ier.450804
L1  - https://dergipark.org.tr/en/download/article-file/824211
ER  -