Displaying 1 result from an estimated 1 matches for "tp4422361p4422361".
2012 Feb 26
1
strucchange breakpoints (Bai and Perron, 1998, 2003)
...taneous estimation of multiple breakpoints."
Bai & Perron (2003) assumed: minimum segment size >= number of regressors
(and not >).
What is the reason for this deviation?
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