13 citations · 33 across the 8 of their papers we have counts for
4 papers · 1 filter
Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures
Dukpa Kim, Tatsushi Oka, Francisco Estrada +1
What transpires from recent research is that temperatures and radiative forcing seem to be characterized by a linear trend with two changes in the rate of growth. The first occurs…
Structural Breaks in Time Series
Alessandro Casini, Pierre Perron
This chapter covers methodological issues related to estimation, testing and computation for models involving structural changes. Our aim is to review developments as they relate t…
Continuous Record Laplace-based Inference about the Break Date in Structural Change Models
Alessandro Casini, Pierre Perron
Building upon the continuous record asymptotic framework recently introduced by Casini and Perron (2018a) for inference in structural change models, we propose a Laplace-based (Qua…
Generalized Laplace Inference in Multiple Change-Points Models
Alessandro Casini, Pierre Perron
Under the classical long-span asymptotic framework we develop a class of Generalized Laplace (GL) inference methods for the change-point dates in a linear time series regression mo…