Showing 1 - 7 results of 7 for search '[cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology]', query time: 0.08s Refine Results
  1. 1
    Estimation of structural change based on Wald-type statistics

    Estimation of structural change based on Wald-type statistics by Bai, Jushan

    Published 2011
    “…Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology…”
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    Working Paper
  2. 2
    Estimating and testing linear models with multiple structural changes

    Estimating and testing linear models with multiple structural changes by Bai, Jushan, Perron, Pierre

    Published 2011
    “…Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology…”
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    Working Paper
  3. 3
    Estimating multiple breaks one at a time

    Estimating multiple breaks one at a time by Bai, Jushan

    Published 2011
    “…Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology…”
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    Working Paper
  4. 4
    An inequality for vector-valued martingales and its applications

    An inequality for vector-valued martingales and its applications by Bai, Jushan

    Published 2011
    “…Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology…”
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    Working Paper
  5. 5
    A note on spurious break and regime shift in cointegrating relationship

    A note on spurious break and regime shift in cointegrating relationship by Bai, Jushan

    Published 2011
    “…Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology…”
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    Working Paper
  6. 6
    Stochastic equicontinuity and weak convergence of unbounded sequential empirical processes

    Stochastic equicontinuity and weak convergence of unbounded sequential empirical processes by Bai, Jushan

    Published 2011
    “…Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology…”
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    Working Paper
  7. 7
    Testing for parameter constancy in linear regressions : empirical distribution function approach

    Testing for parameter constancy in linear regressions : empirical distribution function approach by Bai, Jushan

    Published 2011
    “…Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology…”
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    Working Paper

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