Estimating and Testing Linear Models with Multiple Structural Changes
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- Estimating networks with jumps
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- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
- Deviations from rules-based policy and their effects
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- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- A model-free consistent test for structural change in regression possibly with endogeneity
- Learning about banks' net worth and the slow recovery after the financial crisis
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- A Bayesian piecewise linear model for the detection of breakpoints in housing prices
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- Exchange rate pass-through, monetary policy, and real exchange rates: Iceland and the 2008 crisis
- A change point analysis protocol for comparing intracellular transport by different molecular motor combinations
- Testing for parameter instability and structural change in persistent predictive regressions
- Time series analysis of COVID-19 infection curve: a change-point perspective
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
- The Bethe Hessian and information theoretic approaches for online change-point detection in network data
- Inference on a structural break in trend with mildly integrated errors
- A comparison of single and multiple changepoint techniques for time series data
- Block bootstrapping for a panel mean break test
- Empirical likelihood for change point detection in autoregressive models
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