The joint determination of the number and the type of structural changes
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 93 (2006)
Issue (Month): 2 (November)
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- Jushan Bai & Pierre Perron, 1998.
"Estimating and Testing Linear Models with Multiple Structural Changes,"
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- Perron, P. & Bai, J., 1995. "Estimating and Testing Linear Models with Multiple Structural Changes," Cahiers de recherche 9552, Universite de Montreal, Departement de sciences economiques.
- Perron, P. & Bai, J., 1995. "Estimating and Testing Linear Models with Multiple Structural Changes," Cahiers de recherche 9552, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- BAI, Jushan & PERRON, Pierre, 1998.
"Computation and Analysis of Multiple Structural-Change Models,"
Cahiers de recherche
9807, Universite de Montreal, Departement de sciences economiques.
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"Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices,"
Annals of Economics and Finance,
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- Assad L. Baunto & Christian Bordes & Samuel Maveyraud-Tricoire & Philippe Rous, 2011. "Money growth and velocity with structural breaks: Evidence from the Philippines," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) hal-00785395, HAL.
- Meng Xu & Avishai Ceder & Ziyou Gao & Wei Guan, 2010. "Mass transit systems of Beijing: governance evolution and analysis," Transportation, Springer, vol. 37(5), pages 709-729, September.
- Bai, Shuming & Mollick, Andre Varella, 2010. "Currency crisis and the forward discount bias: Evidence from emerging economies under breaks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(5), pages 556-574, December.
- Wang, Zijun, 2009. "Stock returns and the short-run predictability of health expenditure: Some empirical evidence," International Journal of Forecasting, Elsevier, vol. 25(3), pages 587-601, July.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2013. "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working papers 2013-19, University of Connecticut, Department of Economics.
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