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Critical values for multiple structural change tests
Bai, Jushan; Perron, Pierre - In: The econometrics journal 6 (2003) 1, pp. 72-78
Persistent link: https://www.econbiz.de/10001781042
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Critical values for multiple structural change tests
Bai, Jushan; Perron, Pierre - In: The econometrics journal 6 (2003) 1, pp. 72-78
Persistent link: https://www.econbiz.de/10007463716
Cover Image
Critical values for multiple structural change tests
Bai, Jushan; Perron, Pierre - In: The econometrics journal 6 (2003) 1, pp. 72
Persistent link: https://www.econbiz.de/10007463717
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Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan; Carrion i Silvestre, Josep Lluís - In: The econometrics journal 16 (2013) 2, pp. 222-249
Persistent link: https://www.econbiz.de/10009783333
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Generic consistency of the break-point estimators under specification errors in a multiple-break model
Bai, Jushan; Chen, Haiqiang; Chong, Terence Tai-Leung; … - In: The econometrics journal 11 (2008) 2, pp. 287-307
Persistent link: https://www.econbiz.de/10003750801
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Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan; Carrion‐i‐Silvestre, Josep Lluís - In: The econometrics journal 16 (2013) 2, pp. 222-249
Persistent link: https://www.econbiz.de/10010136619
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Generic consistency of the break-point estimators under specification errors in a multiple-break model
Bai, Jushan; Chen, Haiqiang; Tai-Leungchong, Terence; … - In: The econometrics journal 11 (2008) 2, pp. 287-307
Persistent link: https://www.econbiz.de/10008077661
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Editorial: Royal Economic Society Annual Conference 2009 : special issue on factor models ; theoretical and applied perspectives
Perron, Pierre; Smith, Richard J. - In: The econometrics journal 14 (2011) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10009007084
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Estimating and testing multiple structural changes in linear models using band spectral regressions
Yamamoto, Yohei; Perron, Pierre - In: The econometrics journal 16 (2013) 3, pp. 400-429
Persistent link: https://www.econbiz.de/10010253633
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A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices
Qu, Zhongjun; Perron, Pierre - In: The econometrics journal 16 (2013) 3, pp. 309-339
Persistent link: https://www.econbiz.de/10010253639