Computation and Analysis of Multiple Structural Change Models¶
Bai, J., & Perron, P. (2003). Computation and Analysis of Multiple Structural Change Models. Journal of Applied Econometrics, 18(1), 1-22.
Cited by¶
3 citations across 3 artifacts.
Each citation links to the sentence it supports in the citing article.
Domain-specific¶
Mechanisms¶
- Breakpoint Review Table
- Its strength is that it makes scaling risk auditable: it prevents the "everyone knew it broke at scale" post-mortem by binding each regime to a visible transfer limit and a required action, making a structural break in behavior an owned, tracked item rather than folklore.
This sourceDevelops procedures for detecting and estimating multiple structural breaks, including break dates and confidence intervals.
- Its strength is that it makes scaling risk auditable: it prevents the "everyone knew it broke at scale" post-mortem by binding each regime to a visible transfer limit and a required action, making a structural break in behavior an owned, tracked item rather than folklore.
- Change-Point Detection Test
- The discipline, echoing structural-break testing such as the Chow and Bai–Perron procedures,
This sourceDevelops tests and estimation procedures for detecting and locating multiple structural breaks in regression models.
- The discipline, echoing structural-break testing such as the Chow and Bai–Perron procedures,
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