Concepedia

Multiple Structural Breaks

Multiple Structural Breaks is a structural change model in time series analysis that identifies more than one distinct point in time where the underlying parameters of a statistical model undergo significant and abrupt shifts, thereby distinguishing it from single break models by allowing for heterogeneous regime changes over multiple episodes.

483

Publications

37.6K

Citations

840

Authors

547

Institutions

Publications per year

2017–2026

130

Variants

Multiple Structural Change

Parents

Publications

483

Estimating and Testing Linear Models with Multiple Structural Changes

Jushan Bai, Pierre Perrón · Econometrica · 1998 · 6K citations · Full text

, , +13

Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks

Junsoo Lee, Mark C. Strazicich · The Review of Economics and Statistics · 2003 · 2.3K citations · Full text

, , +12

Multiple Trend Breaks and the Unit-Root Hypothesis

Robin L. Lumsdaine, David H. Papell · The Review of Economics and Statistics · 1997 · 1.5K citations

, , +15

Renewable energy consumption, urbanization, financial development, income and CO2 emissions in Turkey: Testing EKC hypothesis with structural breaks

Uğur Korkut Pata · Journal of Cleaner Production · 2018 · 1.1K citations

, , +14

Critical values for multiple structural change tests

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

, , +13

1–5 of 483

Authors

840

  1. PP
    Pierre Perrón

    Boston University, United States

    17 publications · 9K citations

    16

    h-index

  2. PK
    Paresh Kumar Narayan

    Deakin University, Australia

    12 publications · 355 citations

    11

    h-index

  3. RS
    Russell Smyth

    Monash University, Australia

    12 publications · 327 citations

    11

    h-index

  4. JL
    Junsoo Lee

    University of Alabama, United States

    10 publications · 3.6K citations

    10

    h-index

  5. JL
    Josep Lluís Carrion‐i‐Silvestre

    Universitat de Barcelona, Spain

    9 publications · 1.6K citations

    9

    h-index

1–5 of 840

Institutions

547

  1. Monash University

    Melbourne, Australia

    12 h-index

    18 publications

    464 citations

  2. University of Alabama

    Tuscaloosa, United States

    11 h-index

    20 publications

    4.9K citations

  3. Boston University

    Boston, United States

    10 h-index

    11 publications

    2K citations

  4. Bay State College

    Boston, United States

    9 h-index

    10 publications

    1.6K citations

  5. Griffith University

    Brisbane, Australia

    9 h-index

    10 publications

    411 citations

  6. Deakin University

    Burwood, Australia

    8 h-index

    9 publications

    225 citations

  7. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    7 h-index

    7 publications

    295 citations

  8. Universitat de Barcelona

    Barcelona, Spain

    7 h-index

    10 publications

    2.9K citations

1–8 of 547

Venues

  1. Journal of Econometrics

    28 publications · 1.9K citations

    19

    h-index

  2. Applied Economics

    17 publications · 515 citations

    14

    h-index

  3. SSRN Electronic Journal

    Repository · 19 publications · 659 citations

    14

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 14 publications · 423 citations

    12

    h-index

  5. Energy Economics

    11 publications · 1K citations

    11

    h-index

1–5