Analysis of structural change point in multivariate regression models

An application on IT productivity impact

Simon K. Poon, Gary Fan, Josiah Poon, Raymond Christopher Young

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contribution

Abstract

In many fields of empirical science, theories have been proposed arguing that behavioral relationships change over time. There are many possible ways in which parameters of regression models are assumed to change. With better understanding of how parameters change, estimation and testing procedures for various structural changes can be developed. This paper uses an exploratory way by augmenting the multivariate regression framework with data mining to study the less understood structural change concept by examining the effects of IT investments on industry profiles. It explores the shifting of industry boundaries over the past 17 years (1990-2006) in Australia.
Original languageEnglish
Title of host publicationProceedings - 8th IEEE International Conference on Computer and Information Technology Workshops, CIT Workshops 2008
Place of PublicationSydney
PublisherInstitute of Electrical and Electronics Engineers (IEEE)
Pages583-588
Number of pages5
ISBN (Print)9780769533400
DOIs
Publication statusPublished - 2008
Event8th IEEE International Conference on Computer and Information Technology Workshops, CIT Workshops 2008 - Sydney
Duration: 8 Jul 200811 Jul 2008

Conference

Conference8th IEEE International Conference on Computer and Information Technology Workshops, CIT Workshops 2008
CitySydney
Period8/07/0811/07/08

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    Poon, S. K., Fan, G., Poon, J., & Young, R. C. (2008). Analysis of structural change point in multivariate regression models: An application on IT productivity impact. In Proceedings - 8th IEEE International Conference on Computer and Information Technology Workshops, CIT Workshops 2008 (pp. 583-588). Sydney: Institute of Electrical and Electronics Engineers (IEEE). https://doi.org/10.1109/CIT.2008.Workshops.86