Estimating and Testing Linear Models with Multiple Structural Changes
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Other versions of this item:
- Jushan Bai & Pierre Perron, 1998. "Estimating and Testing Linear Models with Multiple Structural Changes," Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.
- 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.
More about this item
KeywordsEVALUATION; LINEAR MODELS; TESTS;
All these keywords.
StatisticsAccess and download statistics
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