Estimating and Testing Linear Models with Multiple Structural Changes

Pierre Perron and Jushan Bai

Cahiers de recherche from Centre interuniversitaire de recherche en économie quantitative, CIREQ

Keywords: EVALUATION; LINEAR MODELS; TESTS (search for similar items in EconPapers)
Pages: 56 pages
Date: 1995
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Citations: View citations in EconPapers (16)

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Related works:
Journal Article: Estimating and Testing Linear Models with Multiple Structural Changes (1998)
Working Paper: Estimating and Testing Linear Models with Multiple Structural Changes (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montec:9552

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