Structural Breaks is a statistical phenomenon in time series analysis denoting a sudden and significant change in the underlying data-generating process that violates the assumption of stationarity by introducing discontinuities in model parameters over time.
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Structural Shifts
Parents
Publications
1.8K
General Diagnostic Tests for Cross Section Dependence in Panels
M. Hashem Pesaran · SSRN Electronic Journal · 2004 · 8.2K citations · Full text
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Pierre Perrón · Econometrica · 1989 · 7.7K citations
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Monash University
Melbourne, Australia
22 h-index
49 publications
2.5K citations
Erasmus University Rotterdam
Rotterdam, The Netherlands
21 h-index
31 publications
1.5K citations
University of Alabama
Tuscaloosa, United States
18 h-index
33 publications
8.2K citations
University of Oxford
Oxford, United Kingdom
18 h-index
33 publications
3.2K citations
University of California San Diego
San Diego, United States
18 h-index
23 publications
3.9K citations
University of Pretoria
Pretoria, South Africa
16 h-index
38 publications
1.5K citations
University of Nottingham
Nottingham, United Kingdom
16 h-index
34 publications
2.3K citations
National Bureau of Economic Research
Cambridge, United States
16 h-index
32 publications
3.1K citations
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- SSRN Electronic Journal
Repository · 126 publications · 12.1K citations
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- Journal of Econometrics
54 publications · 9.4K citations
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- Applied Economics
73 publications · 3.1K citations
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- Journal of Applied Econometrics
28 publications · 4.7K citations
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- Journal of Business and Economic Statistics
JBES · 28 publications · 3.4K citations
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