Validating multiple structural change models–a case study (JAE 2005)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Achim Zeileis, Christian Kleiber Validating multiple structural change models–a case study JAE 2005 5 685–690 C87, C22 Structural change, Breakpoints, Econometric software, Numerical accuracy, Reproducibility, R, GAUSS

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 1 - accessible on journal website 1 - accessible on journal website - - - - R, GAUSS

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Jushan Bai, Pierre Perron Computation and analysis of multiple structural change models JAE 2003 1 1–22 C60, C62, C20 Bai-Perron, Structural breaks, Stability tests 1 - narrow sense (same data, same code) 4 - partially successful - 0 - no -

References

DOI: 10.1002/jae.856 IDEAS: a/jae/japmet/v20y2005i5p685-690.html EconPapers: RePEc:jae:japmet:v:20:y:2005:i:5:p:685-690


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