Likelihood ratio tests for multiple structural changes

DOI10.1016/S0304-4076(98)00079-7zbMath1041.62514WikidataQ126804635 ScholiaQ126804635MaRDI QIDQ1298460

Jushan Bai

Publication date: 1999

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Hypothesis testingLimiting distributionDynamic modelsStructural changeMultiple change pointsTrending regressors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites Work

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