Browsing Faculté des arts et des sciences by Author "Bai, Jushan"
Now showing items 1-2 of 2
-
Computation and Analysis of Multiple Structural-Change Models
Bai, Jushan; Perron, Pierre (Université de Montréal. Département de sciences économiques., 1998)In a recent paper, Bai and Perron (1998) considered theoretical issues related to the limiting distribution of estimators and test statistics in the linear model with multiple structural changes. In this companion paper, we consider practical issues ... -
Estimating and Testing Linear Models with Multiple Structural Changes
Perron, Pierre; Bai, Jushan (Université de Montréal. Département de sciences économiques., 1995)