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The joint determination of the number and the type of structural changes

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  • Zijun Wang

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  • Zijun Wang, 2006. "The joint determination of the number and the type of structural changes," Economics Letters, Elsevier, vol. 93(2), pages 222-227, November.
  • Handle: RePEc:eee:ecolet:v:93:y:2006:i:2:p:222-227
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    References listed on IDEAS

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    1. Jushan Bai & Pierre Perron, 1998. "Estimating and Testing Linear Models with Multiple Structural Changes," Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.
    2. Yao, Yi-Ching, 1988. "Estimating the number of change-points via Schwarz' criterion," Statistics & Probability Letters, Elsevier, vol. 6(3), pages 181-189, February.
    3. Jushan Bai, 2000. "Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices," Annals of Economics and Finance, Society for AEF, vol. 1(2), pages 303-339, November.
    4. Jushan Bai & Pierre Perron, 2003. "Computation and analysis of multiple structural change models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 1-22.
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    Cited by:

    1. 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.
    2. repec:hal:journl:hal-00785395 is not listed on IDEAS
    3. 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.
    4. Zhao, Yanping & de Haan, Jakob & Scholtens, Bert & Yang, Haizhen, 2013. "The relationship between the Renminbi future spot return and the forward discount rate," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 156-168.
    5. Maveyraud-Tricoire, Samuel & Rous, Philippe, 2009. "RIP and the shift toward a monetary union: Looking for a "euro effect" by a structural break analysis with panel data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 336-350, April.
    6. 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.
    7. Md., Samsur Jaman, 2014. "Monitoring Structural Changes in NER: -An Empirical Analysis of Mizoram," MPRA Paper 60270, University Library of Munich, Germany.
    8. Jiadong Tong & Zijun Wang & Jian Yang, 2016. "Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(7), pages 695-718, July.
    9. Assad L. Baunto & Christian Bordes & Samuel Maveyraud-Tricoire & Philippe Rous, 2011. "Money growth and velocity with structural breaks: Evidence from the Philippines," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00785395, HAL.
    10. 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.

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