Least squares estimation and tests of breaks in mean and variance under misspecification
Author:
Affiliation:
1. 1Division of Economics, University of Southampton, School of Social Sciences, Southampton, UK
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/7/1/32/25972359/ectj0032.pdf
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4. Estimation of a change‐point in multiple regression models;Bai;Review of Economics and Statistics,1997
5. Estimating multiple breaks one at a time;Bai;Econometric Theory,1997
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