Journal ArticleDOI
Generalization of an inequality of Kolmogorov
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This article is published in Acta Mathematica Hungarica.The article was published on 1955-09-01. It has received 140 citations till now. The article focuses on the topics: Kantorovich inequality & Log sum inequality.read more
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Dealing with Structural Breaks
TL;DR: In this paper, a review of methods related to estimation and inference about break dates for single equations with or without restrictions, with extensions to multi-equations systems where allowance is also made for changes in the variability of the shocks, tests for structural changes including tests for a single or multiple changes and tests valid with unit root or trending regressors, and tests for changes of the trend function of a series that can be integrated or trend-stationary.
Journal ArticleDOI
Estimation of a change point in multiple regression models
TL;DR: In this paper, the least square estimation of a change point in multiple regressions is studied and the analytical density function and the cumulative distribution function for the general skewed distribution are derived.
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Least squares estimation of a shift in linear processes
TL;DR: In this paper, the authors considered a mean shift with an unknown shift point in a linear process and estimated the unknown point (change point) by the method of least squares, and established the consistency and the rate of convergence for the estimated change point.
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Testing for and Dating Common Breaks in Multivariate Time Series
TL;DR: The authors developed methods for constructing asymptotically valid confidence intervals for the date of a single break in multivariate time series, including I(0), I(1), and deterministically trending regressors.
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