Testing for a structural change of gradient in regression modelling
White, P. , Webber, D. J. and Helvin, A. (2010) Testing for a structural change of gradient in regression modelling. Empirical Economics Letters, 9 (8). pp. 819-826. ISSN 1681- 8997
Publisher's URL: http://www.eel.my100megs.com/volume-9-number-8.htm
We present a “broken stick” method to model structural changes of gradient in a regression model. The assessment of the statistical significance of the nodes in the model is assessed using bootstrap techniques. The method is illustrated using output data across the EU but more generally applies when modelling changes of gradient in a regression model whilst fixing the change point and preserving continuity.
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