Analysis of structural change in multivariate regression models: An application on IT productivity analysis

Raymond Young, Simon Poon, Gary Fan, Josiah Poon

Research output: A Conference proceeding or a Chapter in BookConference contribution

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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: IEEE 8th International Conference on Computer and Information Technology
Subtitle of host publicationCIT Workshops 2008
Place of PublicationUSA
PublisherIEEE, Institute of Electrical and Electronics Engineers
Pages1-6
Number of pages6
ISBN (Print)9780769532424
DOIs
Publication statusPublished - 2008
Externally publishedYes
EventIEEE 8th International Conference on Computer and Information Technology (CIT2008) - Sydney, Australia
Duration: 8 Jul 200811 Jul 2008

Conference

ConferenceIEEE 8th International Conference on Computer and Information Technology (CIT2008)
CountryAustralia
CitySydney
Period8/07/0811/07/08

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Young, R., Poon, S., Fan, G., & Poon, J. (2008). Analysis of structural change in multivariate regression models: An application on IT productivity analysis. In Proceedings: IEEE 8th International Conference on Computer and Information Technology : CIT Workshops 2008 (pp. 1-6). USA: IEEE, Institute of Electrical and Electronics Engineers. https://doi.org/10.1109/CIT.2008.Workshops.86