Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Urban Studies,Economics and Econometrics,Finance,Accounting
Link
http://link.springer.com/article/10.1007/s11146-018-9652-5/fulltext.html
Reference49 articles.
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3. Bai, J. (1997). Estimating multiple breaks one at a time. Econometric Theory, 13(3), 315–352. https://doi.org/10.1017/S0266466600005831 .
4. Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78. https://doi.org/10.2307/2998540 .
5. Bai, J., & Perron, P. (2003). Computation and analysis of multiple structural change models. Journal of Applied Econometrics, 18(1), 1–22. https://doi.org/10.1002/jae.659 .
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