From: chris on 1 Mar 2010 19:35 Three likely looking papers and their authors are: Bai J. and Perron P., 1998, "Estimating and Testing Linear Models with Multiple Structural Changes", Econometrica, 66, 47-78. Bai J. and Perron P., 2000, "Multiple Structural Change Models: A Simulation Analysis", Department of Economics, Boston University, manuscript. Bai J. and Perron P., 2003, "Computation and Analysis of Multiple Structural Change Models", Journal of Applied Econometrics, 18, 1-22. http://www.econ.nyu.edu/user/baij/ http://people.bu.edu/perron/
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