{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,15]],"date-time":"2026-10-15T10:57:54Z","timestamp":1792061874072,"version":"4.4.0"},"reference-count":21,"publisher":"Wiley","issue":"1","license":[{"start":{"date-parts":[[2002,10,8]],"date-time":"2002-10-08T00:00:00Z","timestamp":1034035200000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/onlinelibrary.wiley.com\/termsAndConditions#vor"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[2003,1]]},"abstract":"<jats:title>Abstract<\/jats:title>\n                  <jats:p>\n                    In a recent paper, Bai and Perron (\n                    <jats:ext-link xmlns:xlink=\"http:\/\/www.w3.org\/1999\/xlink\" xlink:href=\"#bib9\">1998<\/jats:ext-link>\n                    ) 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 for the empirical applications of the procedures. We first address the problem of estimation of the break dates and present an efficient algorithm to obtain global minimizers of the sum of squared residuals. This algorithm is based on the principle of dynamic programming and requires at most least\u2010squares operations of order\n                    <jats:italic>O<\/jats:italic>\n                    (\n                    <jats:italic>T<\/jats:italic>\n                    <jats:sup>2<\/jats:sup>\n                    ) for any number of breaks. Our method can be applied to both pure and partial structural change models. Second, we consider the problem of forming confidence intervals for the break dates under various hypotheses about the structure of the data and the errors across segments. Third, we address the issue of testing for structural changes under very general conditions on the data and the errors. Fourth, we address the issue of estimating the number of breaks. Finally, a few empirical applications are presented to illustrate the usefulness of the procedures. All methods discussed are implemented in a GAUSS program. Copyright \u00a9 2002 John Wiley &amp; Sons, Ltd.\n                  <\/jats:p>","DOI":"10.1002\/jae.659","type":"journal-article","created":{"date-parts":[[2003,2,19]],"date-time":"2003-02-19T09:16:01Z","timestamp":1045646161000},"page":"1-22","source":"Crossref","is-referenced-by-count":4419,"title":["Computation and analysis of multiple structural change models"],"prefix":"10.1002","volume":"18","author":[{"given":"Jushan","family":"Bai","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Pierre","family":"Perron","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2002,10,8]]},"reference":[{"key":"e_1_2_9_2_1","first-page":"1254","article-title":"The Phillips curve, the persistence of inflation, and the Lucas critique: evidence from exchange rate regimes","volume":"81","author":"Alogoskoufis GS","year":"1991","journal-title":"American Economic Review"},{"key":"e_1_2_9_3_1","doi-asserted-by":"publisher","DOI":"10.2307\/2938229"},{"key":"e_1_2_9_4_1","doi-asserted-by":"publisher","DOI":"10.2307\/2951764"},{"key":"e_1_2_9_5_1","doi-asserted-by":"publisher","DOI":"10.2307\/2951574"},{"key":"e_1_2_9_6_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(94)01682-8"},{"key":"e_1_2_9_7_1","doi-asserted-by":"publisher","DOI":"10.1162\/003465397557132"},{"key":"e_1_2_9_8_1","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600005831"},{"key":"e_1_2_9_9_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(98)00079-7"},{"key":"e_1_2_9_10_1","doi-asserted-by":"publisher","DOI":"10.2307\/2998540"},{"key":"e_1_2_9_11_1","doi-asserted-by":"publisher","DOI":"10.2307\/2283487"},{"key":"e_1_2_9_12_1","doi-asserted-by":"crossref","first-page":"149","DOI":"10.1111\/j.2517-6161.1975.tb01532.x","article-title":"Techniques for testing the constancy of regression relationships over time","volume":"37","author":"Brown RL","year":"1975","journal-title":"Journal of the Royal Statistical Society, Series B"},{"key":"e_1_2_9_13_1","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1958.10501479"},{"key":"e_1_2_9_14_1","doi-asserted-by":"publisher","DOI":"10.2307\/2109851"},{"key":"e_1_2_9_15_1","doi-asserted-by":"publisher","DOI":"10.2307\/2286168"},{"key":"e_1_2_9_16_1","first-page":"497","article-title":"On segmented multivariate regressions","volume":"7","author":"Liu J","year":"1997","journal-title":"Statistica Sinica"},{"key":"e_1_2_9_17_1","doi-asserted-by":"publisher","DOI":"10.1162\/003465397556791"},{"key":"e_1_2_9_18_1","unstructured":"MorimuneK NakagawaM.1997Unit root tests which allow for multiple breaks. Discussion Paper No. 457 Kyoto Institute of Economic Research Kyoto University."},{"key":"e_1_2_9_19_1","doi-asserted-by":"publisher","DOI":"10.7202\/602236ar"},{"key":"e_1_2_9_20_1","first-page":"25","volume-title":"Econometric Analysis for National Economic Planning","author":"Sargan JD","year":"1964"},{"key":"e_1_2_9_21_1","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1998.10473779"},{"key":"e_1_2_9_22_1","doi-asserted-by":"publisher","DOI":"10.1016\/0167-7152(88)90118-6"}],"container-title":["Journal of Applied Econometrics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.wiley.com\/onlinelibrary\/tdm\/v1\/articles\/10.1002%2Fjae.659","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.1002\/jae.659","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,12,11]],"date-time":"2024-12-11T16:18:50Z","timestamp":1733933930000},"score":1,"resource":{"primary":{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/10.1002\/jae.659"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,10,8]]},"references-count":21,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2003,1]]}},"alternative-id":["10.1002\/jae.659"],"URL":"https:\/\/doi.org\/10.1002\/jae.659","archive":["Portico"],"relation":{},"ISSN":["0883-7252","1099-1255"],"issn-type":[{"value":"0883-7252","type":"print"},{"value":"1099-1255","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,10,8]]}}}