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Detecting at-Most-m Changes in Linear Regression Models

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  • Lajos Horváth
  • William Pouliot
  • Shixuan Wang

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  • Lajos Horváth & William Pouliot & Shixuan Wang, 2017. "Detecting at-Most-m Changes in Linear Regression Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(4), pages 552-590, July.
    • Handle: RePEc:bla:jtsera:v:38:y:2017:i:4:p:552-590
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    File URL: http://hdl.handle.net/10.1111/jtsa.12228
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    References listed on IDEAS

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    Cited by:

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    3. Horváth, Lajos & Li, Hemei & Liu, Zhenya, 2022. "How to identify the different phases of stock market bubbles statistically?," Finance Research Letters, Elsevier, vol. 46(PA).

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