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A NOTE ON SPURIOUS BREAK
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A note on spurious break
Bai, Jushan
- In:
Econometric theory
14
(
1998
)
5
,
pp. 663-669
Persistent link: https://www.econbiz.de/10001381135
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2
Likelihood ratio tests for multiple structural changes
Bai, Jushan
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 299-323
Persistent link: https://www.econbiz.de/10001382092
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3
Estimation of a change point in multiple regression models
Bai, Jushan
- In:
The review of economics and statistics
79
(
1997
)
4
,
pp. 551-563
Persistent link: https://www.econbiz.de/10001229894
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4
Least absolute deviation estimation of a shift
Bai, Jushan
- In:
Econometric theory
11
(
1995
)
3
,
pp. 403-436
Persistent link: https://www.econbiz.de/10001186559
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5
Vector autoregressive models with structural changes in regression coefficients and in variance-covariance matrices
Bai, Jushan
- In:
Annals of economics and finance
1
(
2000
)
2
,
pp. 301-336
Persistent link: https://www.econbiz.de/10001731852
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6
Testing parametric conditional distributions of dynamic models
Bai, Jushan
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 531-549
Persistent link: https://www.econbiz.de/10001791740
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7
Estimating and testing linear models with multiple structural changes
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 47-78
Persistent link: https://www.econbiz.de/10001233472
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8
Testing for and dating common breaks in multivariate time series
Bai, Jushan
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 395-432
Persistent link: https://www.econbiz.de/10001244375
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9
Testing for parameter constancy in linear regressions : an empirical distribution function approach
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 597-622
Persistent link: https://www.econbiz.de/10001199893
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10
Structural changes in high dimensional factor models
Bai, Jushan
;
Han, Xu
- In:
Frontiers of economics in China : selected publications …
11
(
2016
)
1
,
pp. 9-39
Persistent link: https://www.econbiz.de/10011473561
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