Concepedia

Structural Break Modeling

Structural Break Modeling is a statistical methodology that identifies and adjusts for abrupt changes in the underlying structure of time series data, distinguishing itself by explicitly accounting for non-stationarities caused by exogenous shocks or regime shifts in the context of forecasting models.

934

Publications

63.9K

Citations

1.6K

Authors

926

Institutions

Publications per year

2017–2026

257

Parents

Publications

934

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

Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle

Chang‐Jin Kim, Charles R. Nelson · The Review of Economics and Statistics · 1999 · 1.2K citations

, , +16

Detrending, stylized facts and the business cycle

Andrew Harvey, Albert Jaeger · Journal of Applied Econometrics · 1993 · 1.2K citations

, , +17

1–5 of 934

Authors

1.6K

  1. PP
    Pierre Perrón

    Boston University, United States

    14 publications · 8.7K citations

    13

    h-index

  2. PK
    Paresh Kumar Narayan

    Deakin University, Australia

    13 publications · 1.4K citations

    12

    h-index

  3. AT
    Allan Timmermann

    University of California San Diego, United States

    12 publications · 1.4K citations

    12

    h-index

  4. LA
    Luis A. Gil‐Alana

    Universidad de Navarra, Spain

    10 publications · 416 citations

    10

    h-index

  5. DF
    David F. Hendry

    University of Oxford, United Kingdom

    9 publications · 375 citations

    9

    h-index

1–5 of 1.6K

Institutions

926

  1. National Bureau of Economic Research

    Cambridge, United States

    14 h-index

    24 publications

    2.5K citations

  2. University of Oxford

    Oxford, United Kingdom

    14 h-index

    25 publications

    1.6K citations

  3. University of California San Diego

    San Diego, United States

    12 h-index

    13 publications

    2.6K citations

  4. Boston University

    Boston, United States

    11 h-index

    13 publications

    1.2K citations

  5. Centre for Economic Policy Research

    London, United Kingdom

    11 h-index

    11 publications

    479 citations

  6. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    11 h-index

    11 publications

    581 citations

  7. Deakin University

    Burwood, Australia

    11 h-index

    12 publications

    1.2K citations

  8. University of Wollongong

    Wollongong, Australia

    10 h-index

    17 publications

    593 citations

1–8 of 926

Venues

  1. SSRN Electronic Journal

    Repository · 76 publications · 3K citations

    28

    h-index

  2. Applied Economics

    40 publications · 1.6K citations

    26

    h-index

  3. Journal of Econometrics

    28 publications · 2K citations

    22

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 43 publications · 1.7K citations

    20

    h-index

  5. Journal of Applied Econometrics

    17 publications · 3.3K citations

    16

    h-index

1–5