Computation and analysis of multiple structural change models
Has this study been replicated?
The atlas records 1 reproduction of this study. Recorded outcomes: 1 failed.
Reproductions
- Validating multiple structural change models–a case study, Zeileis & Kleiber (2005). Journal of Applied Econometrics. Outcome recorded: computational issues, robustness not checked.
Computational: We are able to verify most of their findings; however, some confidence intervals associated with breakpoints cannot be reproduced.
Outcome read from Computational: abstract. View paper
Cite this record
Bai, J., & Perron, P. (2002). Computation and analysis of multiple structural change models. Journal of Applied Econometrics, 18(1), 1–22. Portico. https://doi.org/10.1002/jae.659
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