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Econometric Reviews Volume 36, 2017 - Issue 1-3
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Original Articles

Inference on locally ordered breaks in multiple regressions

Ye LiMoody's Analytics, Westcheter, Pennsylvania, USA
&
Pierre PerronDepartment of Economics, Boston University, Boston, MassachusettsCorrespondence[email protected]
Pages 289-353 | Published online: 22 Mar 2016

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Esfandiar Maasoumi & Robin Sickles. (2017) Peter Schmidt: Econometrician and consummate professional. Econometric Reviews 36:1-3, pages 1-5.
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Articles from other publishers (3)

O. Bada, A. Kneip, D. Liebl, T. Mensinger, J. Gualtieri & R.C. Sickles. (2022) A wavelet method for panel models with jump discontinuities in the parameters. Journal of Econometrics 226:2, pages 399-422.
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Karsten Schweikert. (2021) Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. Journal of Time Series Analysis 43:1, pages 83-104.
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Molly C. Klanderman, Kathryn B. Newhart, Tzahi Y. Cath & Amanda S. Hering. (2020) Fault isolation for a complex decentralized waste water treatment facility. Journal of the Royal Statistical Society: Series C (Applied Statistics) 69:4, pages 931-951.
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