Break Point Estimation is a methodological framework within structural break analysis that identifies the specific points in a time series or regression model where a statistically significant change in structural parameters occurs, distinguishing it from other detection techniques by focusing on the precise localization of such changes.
262
Publications
25.7K
Citations
530
Authors
356
Institutions
Publications per year
2017–2026
52
Parents
Publications
262
Estimating regression models with unknown break‐points
Vito M. R. Muggeo · Statistics in Medicine · 2003 · 2.3K citations
Estimating Multiple Breaks One at a Time
Jushan Bai · Econometric Theory · 1997 · 832 citations
1–5 of 262
Authors
530
- PP
8
h-index
- SJ
6
h-index
- JB
5
h-index
- VM
5
h-index
- TC
5
h-index
1–5 of 530
Institutions
356
University of Nottingham
Nottingham, United Kingdom
8 h-index
15 publications
656 citations
Chinese University of Hong Kong
Hong Kong, Hong Kong
8 h-index
10 publications
364 citations
University of Oxford
Oxford, United Kingdom
6 h-index
8 publications
365 citations
Boston University
Boston, United States
6 h-index
6 publications
897 citations
Singapore Management University
Singapore, Singapore
5 h-index
5 publications
201 citations
Bay State College
Boston, United States
5 h-index
5 publications
881 citations
University of Bonn
Bonn, Germany
5 h-index
8 publications
386 citations
Universidad Carlos III de Madrid
Madrid, Spain
5 h-index
6 publications
453 citations
1–8 of 356
Venues
- Journal of Econometrics
30 publications · 2.6K citations
21
h-index
- SSRN Electronic Journal
Repository · 13 publications · 374 citations
13
h-index
- Journal of Time Series Analysis
9 publications · 579 citations
9
h-index
- Econometric Theory
7 publications · 1.1K citations
7
h-index
- Journal of the American Statistical Association
7 publications · 626 citations
7
h-index
1–5