Estimating and Testing Linear Models with Multiple Structural Changes

DOI10.2307/2998540zbMath1056.62523MaRDI QIDQ4530902

Jushan Bai, Pierre Perron

Publication date: 28 May 2002

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/63516

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

62F03: Parametric hypothesis testing

62F10: Point estimation

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