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State-Space Times Series Modeling of Structural Breaks

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J Huston McCulloch ()
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File URL: http://economics.sbs.ohio-state.edu/pdf/mcculloch/Breaks.pdf
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Paper provided by Ohio State University, Department of Economics in its series Working Papers with number 00-11.

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Date of creation: Aug 2000
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Handle: RePEc:osu:osuewp:00-11

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Perron, P, 1988. "The Great Crash, The Oil Price Shock And The Unit Root Hypothesis," Papers 338, Princeton, Department of Economics - Econometric Research Program.
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  2. Prasad V. Bidarkota & J. Huston McCulloch, 1998. "Optimal univariate inflation forecasting with symmetric stable shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(6), pages 659-670. [Downloadable!]
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  3. Bai, Jushan & Lumsdaine, Robin L & Stock, James H, 1998. "Testing for and Dating Common Breaks in Multivariate Time Series," Review of Economic Studies, Blackwell Publishing, vol. 65(3), pages 395-432, July. [Downloadable!] (restricted)
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This page was last updated on 2009-11-22.

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