Structural Break Analysis is a statistical methodology within time series econometrics that identifies and accounts for abrupt changes in the underlying data-generating process of a revenue series, distinguishing it from conventional forecasting techniques by explicitly modeling shifts in structural parameters over time.
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2017–2026
397
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General Diagnostic Tests for Cross Section Dependence in Panels
M. Hashem Pesaran · SSRN Electronic Journal · 2004 · 8.2K citations · Full text
Critical Values for Cointegration Tests
James G. MacKinnon · AgEcon Search (University of Minnesota, USA) · 2010 · 2.6K citations · Full text
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Erasmus University Rotterdam
Rotterdam, The Netherlands
20 h-index
28 publications
1.7K citations
Monash University
Melbourne, Australia
17 h-index
38 publications
2K citations
University of Alabama
Tuscaloosa, United States
16 h-index
28 publications
7.9K citations
University of Oxford
Oxford, United Kingdom
16 h-index
25 publications
2.6K citations
Feng Chia University
Taichung, Taiwan
15 h-index
25 publications
734 citations
National Bureau of Economic Research
Cambridge, United States
15 h-index
31 publications
3.7K citations
University of Pretoria
Pretoria, South Africa
15 h-index
38 publications
1.6K citations
Universitat de Barcelona
Barcelona, Spain
15 h-index
23 publications
3.5K citations
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- SSRN Electronic Journal
Repository · 119 publications · 12.6K citations
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- Journal of Econometrics
44 publications · 8.2K citations
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- Applied Economics
72 publications · 2.7K citations
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- RePEc: Research Papers in Economics
Repository · 56 publications · 2.8K citations
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- Energy Economics
27 publications · 3.3K citations
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