Identifying regime changes in closed-end fund discounts
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/BF02834279.pdf
Reference31 articles.
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3. Bai, J. and P. Perron. 1998. “Estimating and Testing Linear Models with Multiple Structural Changes.”Econometrica 66: 47–68.
4. Bai, J. and P. Perron. 2003a. “Computation and Analysis of Multiple Structural Change Models.”Journal of Applied Econometrics 18: 1–22.
5. Bai, J. and P. Perron. 2003b. “Critical Values in Multiple Structural Change Tests.”Econometrics Journal 6: 72–78.
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