Estimating and Testing Linear Models with Multiple Structural Changes

Jushan Bai; PIERRE PERRON

doi:10.2307/2998540

journal article Jan 01, 1998

Estimating and Testing Linear Models with Multiple Structural Changes

Jushan Bai PIERRE PERRON

Econometrica Vol. 66 No. 1 pp. 47 · JSTOR

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Published: Jan 01, 1998
Vol/Issue: 66(1)
Pages: 47

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Cite This Article

Jushan Bai, PIERRE PERRON (1998). Estimating and Testing Linear Models with Multiple Structural Changes. Econometrica, 66(1), 47. https://doi.org/10.2307/2998540

Estimating and Testing Linear Models with Multiple Structural Changes

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