Structural Break Tests

Structural Break Tests is a statistical methodology used in time series analysis to identify abrupt changes in the underlying structure of a data-generating process, distinguished by its focus on detecting and testing the significance of shifts in model parameters at unknown points in time.

683

Publications

42.4K

Citations

1.1K

Authors

705

Institutions

Publications per year

2017–2026

177

Variants

Structural Change Tests

Authors

1.1K

  1. PK
    Paresh Kumar Narayan

    Deakin University, Australia

    18 publications · 1.6K citations

    14

    h-index

  2. JL
    Josep Lluís Carrion‐i‐Silvestre

    Universitat de Barcelona, Spain

    14 publications · 2K citations

    13

    h-index

  3. JL
    Junsoo Lee

    University of Alabama, United States

    13 publications · 5.4K citations

    13

    h-index

  4. PP
    Pierre Perrón

    Boston University, United States

    10 publications · 1.3K citations

    10

    h-index

  5. MS
    Muhammad Shahbaz

    COMSATS University Islamabad, Pakistan

    10 publications · 411 citations

    10

    h-index

1–5 of 1.1K

Venues

  1. Applied Economics

    38 publications · 1.6K citations

    26

    h-index

  2. SSRN Electronic Journal

    Repository · 50 publications · 1.6K citations

    23

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 32 publications · 1.4K citations

    18

    h-index

  4. Applied Economics Letters

    26 publications · 892 citations

    17

    h-index

  5. Journal of Econometrics

    13 publications · 1.5K citations

    13

    h-index

1–5