## Abstract In a recent article, Bai and Perron (2003, __Journal of Applied Econometrics__) present a comprehensive discussion of computational aspects of multiple structural change models along with several empirical examples. Here, we report on the results of a replication study using the R stati
β¦ LIBER β¦
Computation and analysis of multiple structural change models
β Scribed by Jushan Bai; Pierre Perron
- Publisher
- John Wiley and Sons
- Year
- 2003
- Tongue
- English
- Weight
- 219 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0883-7252
- DOI
- 10.1002/jae.659
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