Estimating the locations and number of change points by the sample-splitting method
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Volume (Year): 42 (2001)
Issue (Month): 1 (January)
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References listed on IDEAS
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- Donald W.K. Andrews, 1990.
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- Andrews, Donald W K, 1993. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Econometrica, Econometric Society, vol. 61(4), pages 821-56, July.
- Gamble, James A & LeSage, James P, 1993. "A Monte Carlo Comparison of Time Varying Parameter and Multiprocess Mixture Models in the Presence of Structural Shifts and Outliers," The Review of Economics and Statistics, MIT Press, vol. 75(3), pages 515-19, August.
- Tai-leung Chong, Terence, 1995. "Partial parameter consistency in a misspecified structural change model," Economics Letters, Elsevier, vol. 49(4), pages 351-357, October.
- Venter, J. H. & Steel, S. J., 1996. "Finding multiple abrupt change points," Computational Statistics & Data Analysis, Elsevier, vol. 22(5), pages 481-504, September.
- Inclan, Carla, 1993. "Detection of Multiple Changes of Variance Using Posterior Odds," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 289-300, July.
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