Construct · 1 fields · 1 citations

Bai-Perron test: a standalone construct

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Econometrics

a method that estimates and tests several structural breaks at unknown dates in a linear regression.

In econometrics, Bai-Perron test refers to a method that estimates and tests several structural breaks at unknown dates in a linear regression. This meaning comes from Bai (1998) in Econometrica.[1]

Unit
Recovery means
Measured by

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Nearby constructs

break2 fields · 4 citationsjingle · one word, two constructs regression4 fields · 5 citationsjingle · one word, four constructs

References

Bai, J., & Perron, P. (1998). Estimating and Testing Linear Models with Multiple Structural Changes. Econometrica, 66(1), 47. https://doi.org/10.2307/2998540

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