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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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Computation and analysis of multiple structural change models
Bai, Jushan; Perron, Pierre - In: Journal of applied econometrics 18 (2003) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10006968778
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Estimating Multiple Breaks One at a Time
Bai, Jushan - Economics Department, Massachusetts Institute of … - 1995
Persistent link: https://www.econbiz.de/10005574306
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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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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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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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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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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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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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Estimating cross-section common stochastic trends in nonstationary panel data
Bai, Jushan - In: Journal of econometrics 122 (2004) 1, pp. 137-183
Persistent link: https://www.econbiz.de/10002136515