Improving an algorithm for break points detection based on regression trees

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dc.contributor.authorBrown, J.A.
dc.contributor.authorRea, W.S.
dc.contributor.authorReale, M.
dc.date.accessioned2009-11-18T19:58:34Z
dc.date.available2009-11-18T19:58:34Z
dc.date.issued2009en
dc.description.abstractPowerpoint of presentation given at the conference, Computational and Financial Econometrics (CFE'09), Cyprus Oct 2009en
dc.identifier.citationBrown, J.A., Rea, W.S., Reale, M. (2009) Improving an algorithm for break points detection based on regression trees. Limassol, Cyprus: 3rd International Conference on Computational and Financial Econometrics (CFE'09), 29-31 Oct 2009.en
dc.identifier.urihttp://hdl.handle.net/10092/3152
dc.language.isoen
dc.publisherUniversity of Canterbury. Department of Economics and Financeen
dc.publisherUniversity of Canterbury. Mathematics and Statisticsen
dc.rights.urihttps://hdl.handle.net/10092/17651en
dc.subjectstructural breaks modelen
dc.subjectatheoretical regression treesen
dc.subjectspurious breaksen
dc.subjectenhanced temporal pruningen
dc.subject.marsdenFields of Research::340000 Economicsen
dc.subject.marsdenFields of Research::340000 Economics::340400 Econometricsen
dc.titleImproving an algorithm for break points detection based on regression treesen
dc.typeConference Contributions - Other
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