Concepedia

Intercept Breaks

Intercept Breaks is a type of structural break in econometric modeling where the sudden change in the level of a time series is captured by a shift in the intercept parameter of a regression model, while the slope coefficients remain unchanged.

19

Publications

2.5K

Citations

35

Authors

31

Institutions

Publications per year

2017–2026

1

Variants

Intercept Shifts

Parents

Publications

19

Further evidence on breaking trend functions in macroeconomic variables

Pierre Perrón · Journal of Econometrics · 1997 · 2K citations · Full text

, , +15

Least squares estimation and tests of breaks in mean and variance under misspecification

Jean‐Yves Pitarakis · Econometrics Journal · 2004 · 49 citations

, , +16

Is U.S. Agricultural Productivity Growth Slowing?

Eldon Ball, David Schimmelpfennig, Sun Ling Wang · Applied Economic Perspectives and Policy · 2013 · 46 citations · Full text

, , +14

Detecting break points in generalised linear models

D. Stasinopoulos, Robert A. Rigby · Computational Statistics & Data Analysis · 1992 · 42 citations

, , +6

Australasian money demand stability: application of structural break tests

Saten Kumar, Don J. Webber · Applied Economics · 2011 · 33 citations · Full text

, , +10

1–5 of 19

Authors

35

  1. CL
    Claude Lopez

    Milken Institute, United States

    2 publications · 37 citations

    2

    h-index

  2. MK
    Mohitosh Kejriwal

    Purdue University West Lafayette, United States

    2 publications · 37 citations

    2

    h-index

  3. SK
    Saten Kumar

    Auckland University of Technology, New Zealand

    2 publications · 45 citations

    2

    h-index

  4. DS
    David Schimmelpfennig

    Economic Research Service, United States

    1 publications · 46 citations

    1

    h-index

  5. MH
    Mike Hall

    University of South Florida St. Petersburg, United States

    1 publications · 22 citations

    1

    h-index

1–5 of 35

Institutions

31

  1. Milken Institute

    Santa Monica, United States

    2 h-index

    2 publications

    37 citations

  2. University of Colorado Boulder

    Boulder, United States

    1 h-index

    1 publications

    13 citations

  3. University of Southampton

    Southampton, United Kingdom

    1 h-index

    1 publications

    49 citations

  4. Economic Research Service

    Washington, United States

    1 h-index

    3 publications

    138 citations

  5. Université Laval

    Québec, Canada

    1 h-index

    1 publications

    12 citations

  6. Universidad de Navarra

    Pamplona, Spain

    1 h-index

    1 publications

    10 citations

  7. University of Namur

    Namur, Belgium

    1 h-index

    1 publications

    12 citations

  8. École Supérieure des Sciences Économiques et Commerciales

    Cergy, France

    1 h-index

    1 publications

    12 citations

1–8 of 31

Venues

  1. Journal of Econometrics

    3 publications · 2.1K citations

    3

    h-index

  2. Applied Economics

    2 publications · 51 citations

    2

    h-index

  3. SSRN Electronic Journal

    Repository · 2 publications · 37 citations

    2

    h-index

  4. Manchester School

    1 publications · 14 citations

    1

    h-index

  5. Computational Statistics & Data Analysis

    CSDA · 1 publications · 42 citations

    1

    h-index

1–5