Figures & data
Table 1. Comparison of the rejection rates of five methods in Model 1 for ,
,
and the sample size
, based on 5000 replications.
Table 2. Comparison of the rejection rates of five methods in Model 2 for ,
,
and the sample size
, based on 5000 replications.
Table 3. Comparison of the rejection rates of five methods in Model 3 for ,
,
and the sample size
, based on 5000 replications.
Figure 1. The relationship between the rejection rates of ,
,
,
,
and the true coefficient
in Model 1
a single abrupt point model
. The abrupt point
,
. The true parameter
increases gradually from 0.1 to 0.9. (a) The sample T = 60; (b) the sample T = 200.
![Figure 1. The relationship between the rejection rates of OLS, t1, t2, t3, EL and the true coefficient β1 in Model 1 (a single abrupt point model). The abrupt point κ=0.1, δ=0.2. The true parameter β1 increases gradually from 0.1 to 0.9. (a) The sample T = 60; (b) the sample T = 200.](/cms/asset/48c19875-5571-42d7-9bb1-025663e4868b/tstf_a_1913977_f0001_oc.jpg)