Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models.

This paper considers the problem of structural changes. The empirical likelihood approach is used to estimate change-point in piecewise linear models. And theoretically we establish the consistency of the estimated change-point fraction τ ̂ in piecewise linear models based on residuals. Monte Carlo simulation also shows that the estimated break point fraction τ ̂ converges to its true value τ *. [ABSTRACT FROM AUTHOR]