Concepedia

Unknown Break Date Estimation

Unknown Break Date Estimation is a statistical methodology within structural break analysis that specifically refers to the inferential process of identifying the timing of structural changes in a time series model when the break point is not pre-specified but instead estimated from the data using formal econometric techniques.

45

Publications

5.6K

Citations

69

Authors

53

Institutions

Publications per year

2017–2026

3

Variants

Endogenous Break Date Estimation

Parents

Publications

45

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

The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity

Bruce E. Hansen · The Journal of Economic Perspectives · 2001 · 863 citations · Full text

, , +13

Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time

Timothy J. Vogelsang, Pierre Perrón · International Economic Review · 1998 · 644 citations

, , +15

GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES

Josep Lluís Carrion‐i‐Silvestre, Dukpa Kim, Pierre Perrón · Econometric Theory · 2009 · 466 citations

, , +15

Testing for Shifts in Trend With an Integrated or Stationary Noise Component

Pierre Perrón, Tomoyoshi Yabu · Journal of Business and Economic Statistics · 2009 · 271 citations

, , +14

1–5 of 45

Authors

69

  1. PP
    Pierre Perrón

    Boston University, United States

    7 publications · 1.5K citations

    7

    h-index

  2. TJ
    Timothy J. Vogelsang

    Cornell University, United States

    5 publications · 939 citations

    5

    h-index

  3. JL
    Josep Lluís Carrion‐i‐Silvestre

    Universitat de Barcelona, Spain

    4 publications · 518 citations

    4

    h-index

  4. CK
    Chang‐Jin Kim

    University of California, Los Angeles, United States

    3 publications · 1.3K citations

    3

    h-index

  5. WR
    William Rea

    University of Canterbury, New Zealand

    2 publications · 51 citations

    2

    h-index

1–5 of 69

Institutions

53

  1. Universitat de Barcelona

    Barcelona, Spain

    3 h-index

    3 publications

    498 citations

  2. University of Oxford

    Oxford, United Kingdom

    3 h-index

    4 publications

    366 citations

  3. University of Naples Federico II

    Naples, Italy

    2 h-index

    2 publications

    51 citations

  4. University of Washington

    Seattle, United States

    2 h-index

    2 publications

    1.3K citations

  5. University of Virginia

    Charlottesville, United States

    2 h-index

    2 publications

    514 citations

  6. Cornell University

    Ithaca, United States

    2 h-index

    2 publications

    262 citations

  7. Singapore Management University

    Singapore, Singapore

    2 h-index

    2 publications

    97 citations

  8. University of Helsinki

    Helsinki, Finland

    2 h-index

    3 publications

    288 citations

1–8 of 53

Venues

  1. Econometric Theory

    9 publications · 1.1K citations

    9

    h-index

  2. Journal of Time Series Analysis

    4 publications · 334 citations

    4

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 4 publications · 70 citations

    4

    h-index

  4. Economics Letters

    4 publications · 69 citations

    4

    h-index

  5. SSRN Electronic Journal

    Repository · 2 publications · 56 citations

    2

    h-index

1–5