Estimation and model selection based inference in single and multiple threshold models

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

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Social Sciences, Business Economics, Economics +17

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Jushan Bai, Pierre Perrón · Econometrica · 1998 · 6K citations · Full text

Social Sciences, Economics, Change Measurement +13

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Management, Business Economics, Change Measurement +14

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Bruce E. Hansen · Econometrica · 2000 · 2.8K citations

Social Sciences, Business Economics, Economics +15