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LITERATURE CITED

  • Bai, Jushan, and Pierre Perron. (1998). “Estimating and Testing Linear Models with Multiple Structural Changes. Econometrica, 66, 4778.
  • Bai, Jushan, and Pierre Perron. (2003). “Computation and Analysis of Multiple Structural Change Models. Journal of Applied Econometrics, 18, 122.
  • Bai, Jushan, and Pierre Perron. (2006). “Multiple Structural Change Models: A Simulation Analysis.” In Econometric Theory and Practice: Frontiers of Analysis and Applied Research, edited by D.Corbae, S. N.Durlauf, and B. E.Hansen, pp. 21237. New York : Cambridge University Press.
  • Rapach, David E., and Mark E. Wohar. (2005). “Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon? Journal of Money, Credit and Banking, 37, 887906.
  • Zeileis, Achim, and Christian Kleiber. (2005a). “Validating Multiple Structural Change Models—A Case Study. Journal of Applied Econometrics, 20, 68590.
  • Zeileis, Achim, and Christian Kleiber. (2005b). “Validating Multiple Structural Change Models—An Extended Case Study.” Report 12, Wirtschaftsuniversität Wien, Austria: Department of Statistics and Mathematics.