Year 2019, Volume 11 , Issue 2, Pages 70 - 83 2019-09-25

Performance of Methods Determining Structural Break in Linear Regression Models

Zümre ÖZDEMİR GÜLER [1] , Mehmet Akif BAKIR [2]


In this study, performance evaluation of some suggested approaches for the determination of structural break in a regression equation was studied. In this context, firstly the theoretical structure of some well-known methods on determination of structural break was considered by defining structural break problem. Suggested tests for the determination of the structural break may have performance differences under some factors. To demonstrate these differences, a simulation study in terms of effects of factors considered as performances of these methods. The results of the simulation revealed that the performances varies in terms of some structural features from the suggested methods for breakage determination.

Structural break, Linear regression models, Model stability
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Primary Language en
Subjects Management
Journal Section Articles
Authors

Orcid: 0000-0003-2730-4584
Author: Zümre ÖZDEMİR GÜLER (Primary Author)
Country: Turkey


Author: Mehmet Akif BAKIR

Dates

Publication Date : September 25, 2019

Bibtex @research article { ier450804, journal = {International Econometric Review}, issn = {1308-8793}, eissn = {1308-8815}, address = {Şairler Sokak, No:32/C, Gaziosmanpaşa, Ankara}, publisher = {Econometric Research Association}, year = {2019}, volume = {11}, pages = {70 - 83}, doi = {10.33818/ier.450804}, title = {Performance of Methods Determining Structural Break in Linear Regression Models}, key = {cite}, author = {ÖZDEMİR GÜLER, Zümre and BAKIR, Mehmet Akif} }
APA ÖZDEMİR GÜLER, Z , BAKIR, M . (2019). Performance of Methods Determining Structural Break in Linear Regression Models. International Econometric Review , 11 (2) , 70-83 . DOI: 10.33818/ier.450804
MLA ÖZDEMİR GÜLER, Z , BAKIR, M . "Performance of Methods Determining Structural Break in Linear Regression Models". International Econometric Review 11 (2019 ): 70-83 <https://dergipark.org.tr/en/pub/ier/issue/49294/450804>
Chicago ÖZDEMİR GÜLER, Z , BAKIR, M . "Performance of Methods Determining Structural Break in Linear Regression Models". International Econometric Review 11 (2019 ): 70-83
RIS TY - JOUR T1 - Performance of Methods Determining Structural Break in Linear Regression Models AU - Zümre ÖZDEMİR GÜLER , Mehmet Akif BAKIR Y1 - 2019 PY - 2019 N1 - doi: 10.33818/ier.450804 DO - 10.33818/ier.450804 T2 - International Econometric Review JF - Journal JO - JOR SP - 70 EP - 83 VL - 11 IS - 2 SN - 1308-8793-1308-8815 M3 - doi: 10.33818/ier.450804 UR - https://doi.org/10.33818/ier.450804 Y2 - 2019 ER -
EndNote %0 International Econometric Review Performance of Methods Determining Structural Break in Linear Regression Models %A Zümre ÖZDEMİR GÜLER , Mehmet Akif BAKIR %T Performance of Methods Determining Structural Break in Linear Regression Models %D 2019 %J International Econometric Review %P 1308-8793-1308-8815 %V 11 %N 2 %R doi: 10.33818/ier.450804 %U 10.33818/ier.450804
ISNAD ÖZDEMİR GÜLER, Zümre , BAKIR, Mehmet Akif . "Performance of Methods Determining Structural Break in Linear Regression Models". International Econometric Review 11 / 2 (September 2019): 70-83 . https://doi.org/10.33818/ier.450804
AMA ÖZDEMİR GÜLER Z , BAKIR M . Performance of Methods Determining Structural Break in Linear Regression Models. IER. 2019; 11(2): 70-83.
Vancouver ÖZDEMİR GÜLER Z , BAKIR M . Performance of Methods Determining Structural Break in Linear Regression Models. International Econometric Review. 2019; 11(2): 83-70.