Estimation of a Change Point in Multiple Regression Models

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Computation and analysis of multiple structural change models

2002 • 5,096 citations

Tests for Parameter Instability and Structural Change With Unknown Change Point

1993 • 4,272 citations

Inference about the change-point in a sequence of random variables

1970 • 780 citations

LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES

1994 • 486 citations

Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables

1988 • 305 citations

Testing and estimating change-points in time series

1985 • 302 citations

Slowdowns and Meltdowns: Postwar Growth Evidence From 74 Countries

1998 • 282 citations

The likelihood ratio test for a change-point in simple linear regression

1989 • 202 citations

Searching for a Break in GNP

1992 • 165 citations

Generalization of an inequality of Kolmogorov

1955 • 150 citations

Approximating the Distribution of the Maximum Likelihood Estimate of the Change-Point in a Sequence of Independent Random Variables

1987 • 144 citations

Strong Laws for Dependent Heterogeneous Processes

1991 • 117 citations

19 Review about estimation of change points

1988 • 111 citations

Least Absolute Deviation Estimation of a Shift

1995 • 103 citations

The minimum of an additive process with applications to signal estimation and storage theory

1976 • 95 citations

Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case

1987 • 86 citations

Spurious Break

1995 • 61 citations

Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term

2015 • 56 citations

Detecting Changes in Linear Regressions

1995 • 44 citations

Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS

2011 • 30 citations

Limit theorems for change in linear regression

1994 • 28 citations

The Response of Market Interest Rates to Discount Rate Changes

1992 • 24 citations

Temporal Variation in the Interest-Rate Response to Money Announcements

1990 • 3 citations