Statistical Analysis of “Structural Change”: An Annotated Bibliography

  • Peter Hackl
  • Anders H. Westlund
Part of the Studies in Empirical Economics book series (STUDEMP)


The typical “structural change” situation is — from the point of view of a statistician — as follows: To cope with a particular economic phenomenon a model is specified, and it is suspected that for different periods of time, or for different spatial regions, different sets of parameter values are needed in order to describe the reality adequately; the “change point” which separates these periods, or regions, is unknown. Questions that arise in this context include: Is it necessary to assume that the parameters are changing? When, or where, does a change occur or — if it takes place over a certain period of time — what is its onset and duration? How much do parameters before and after the change differ? What type of model is appropriate in a particular situation (e.g., two-phase regression, stochastic parameter models)?


Random Coefficient ARIMA Model Annotate Bibliography Chow Test Switching Regression 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Physica-Verlag Heidelberg 1989

Authors and Affiliations

  • Peter Hackl
    • 1
  • Anders H. Westlund
    • 2
  1. 1.Department of StatisticsUniversity of EconomicsViennaAustria
  2. 2.Department of Economic StatisticsStockholm School of EconomicsStockholmSweden

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