Concepedia

Bai-perron Test

The Bai-Perron Test is a statistical method for identifying multiple structural breaks in a regression model by simultaneously estimating the number and location of breakpoints, distinguishing it from single-break tests through its ability to detect and accommodate more than one change point in the data.

35

Publications

3K

Citations

73

Authors

47

Institutions

Publications per year

2017–2026

13

Variants

Bai-perron Procedure

Parents

Publications

35

Critical values for multiple structural change tests

Jushan Bai, Pierre Perrón · Econometrics Journal · 2003 · 837 citations

, , +13

Computation and analysis of multiple structural change models

Jushan Bai, Pierre Perrón · Journal of Applied Econometrics · 2002 · 609 citations

, , +11

COMPUTATION AND ANALYSIS OF MULTIPLE STRUCTURAL CHANGE MODELS

Jushan BAIa · 2003 · 262 citations

, , +11

A simple modification to improve the finite sample properties of Ng and Perron's unit root tests

Pierre Perrón, Zhongjun Qu · Economics Letters · 2006 · 204 citations

, , +12

After 9/11

Walter Enders, Todd Sandler · Journal of Conflict Resolution · 2005 · 149 citations

, , +9

1–5 of 35

Authors

73

  1. PP
    Pierre Perrón

    Boston University, United States

    4 publications · 1.7K citations

    4

    h-index

  2. JB
    Jushan Bai

    Columbia University, United States

    3 publications · 1.5K citations

    3

    h-index

  3. MS
    Marcos Souto

    International Monetary Fund, United States

    2 publications · 39 citations

    2

    h-index

  4. CS
    Carlos Santos

    University of Oxford, United Kingdom

    2 publications · 25 citations

    2

    h-index

  5. TS
    Todd Sandler

    The University of Texas at Dallas, United States

    2 publications · 162 citations

    2

    h-index

1–5 of 73

Institutions

47

  1. Boston University

    Boston, United States

    3 h-index

    3 publications

    1.6K citations

  2. Bay State College

    Boston, United States

    2 h-index

    2 publications

    813 citations

  3. University of Alabama

    Tuscaloosa, United States

    2 h-index

    3 publications

    175 citations

  4. New York University

    New York, United States

    2 h-index

    2 publications

    875 citations

  5. Universidad de Zaragoza

    Zaragoza, Spain

    2 h-index

    7 publications

    247 citations

  6. London School of Economics and Political Science

    London, United Kingdom

    1 h-index

    1 publications

    23 citations

  7. Krakow University of Economics

    Krakow, Poland

    1 h-index

    1 publications

    13 citations

  8. George Washington University

    Washington, United States

    1 h-index

    2 publications

    30 citations

1–8 of 47

Venues

  1. SSRN Electronic Journal

    Repository · 2 publications · 53 citations

    2

    h-index

  2. Sustainability

    2 publications · 56 citations

    2

    h-index

  3. Journal of Forecasting

    2 publications · 76 citations

    2

    h-index

  4. Economics Letters

    1 publications · 204 citations

    1

    h-index

  5. Macroeconomics and Finance in Emerging Market Economies

    MFEME · 1 publications · 38 citations

    1

    h-index

1–5