Jushan Bai
Boston College
1 paper in the Anchorcite directory, published in 2002, cited 5,812 times in total.
ORCID profileResearch topics
- Statistical Methods and Inference · 1 paper
- Monetary Policy and Economic Impact · 1 paper
- Advanced Statistical Methods and Models · 1 paper
Frequent co-authors
- Pierre Perrón · 1 paper
Papers
- Computation and analysis of multiple structural change modelsJournal of Applied Econometrics · 2002 · 5,812 citations
Abstract In a recent paper, Bai and Perron ( 1998 ) considered theoretical issues related to the limiting distribution of estimators and test statistics in the linear model with multiple structural changes. In this companion paper, we consider practical issues…
Metadata from OpenAlex (CC0).