Author:
Jin BaiSuo,Dong CuiLing,Tan ChangChun,Miao BaiQi
Publisher
Springer Science and Business Media LLC
Reference16 articles.
1. Bai J. Estimation of a change point in multiple regression models. Rev Econ Stat, 1997, 79: 551–63
2. Bai J. Vector autoregressive models with structural changes in regression coefficients and in variance-covariance matrices. Ann Econ Finance, 2000, 1: 303–339
3. Bai J, Lumsdaine R L, Stock J H. Testing for and dating common breaks in multivariate time series. Rev Econ Stud, 1998, 65: 395–432
4. Berk R H. Limiting behavior of posterior distributions when the model is incorrect. Ann Math Stat, 1966, 37: 51–58
5. Bhatti M I, Wang J. On testing for a change-point in variance of normal distribution. Biometrical J, 2000, 42: 1021–1032
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献