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Estimation of Structural Change Based on Wald-Type Statistics

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  • Bai, J.

Abstract

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Suggested Citation

  • Bai, J., 1994. "Estimation of Structural Change Based on Wald-Type Statistics," Working papers 94-06, Massachusetts Institute of Technology (MIT), Department of Economics.
    • Handle: RePEc:mit:worpap:94-06
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    Cited by:

    1. Perron, Pierre, 2020. "L'estimation de modèles avec changements structurels multiples," L'Actualité Economique, Société Canadienne de Science Economique, vol. 96(4), pages 789-837, Décembre.
    2. Baltagi, Badi H. & Feng, Qu & Kao, Chihwa, 2016. "Estimation of heterogeneous panels with structural breaks," Journal of Econometrics, Elsevier, vol. 191(1), pages 176-195.

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    Keywords

    econometrics;

    Statistics

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