Validating multiple structural change mo
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Achim Zeileis; Christian Kleiber
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Article
📅
2005
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John Wiley and Sons
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English
⚖ 74 KB
👁 1 views
## 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