Rea, William; Reale, Marco; Cappelli, Carmela; Brown, … - In: Econometric Reviews 29 (2010) 5-6, pp. 754-777
In this article we present a computationally efficient method for finding multiple structural breaks at unknown dates based on regression trees. We outline the procedure and present the results of a simulation study to assess the performance of the method and to compare it with the procedure...