The DOI matches its Crossref record; 7 of the 7 references it cites were found in a registry or an index.
Critical values for multiple structural change tests
Open accessAbstract
to enable proper empirical applications. We provide response surface regressions valid for a wide range of parameters. Copyright Royal Economic Society, 2003
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Estimating and Testing Linear Models with Multiple Structural Changes
Bai, J., & Perron, P. (1998) · Econometrica · doi:10.2307/2998540 · Cited by 6,112
Self-citationComputation and analysis of multiple structural change models
Bai, J., & Perron, P. (2003) · Journal of Applied Econometrics · doi:10.1002/jae.659 · Cited by 5,771
Self-citationTests for parameter instability and structural change with unknown change point.
Andrews, D. W. K. (1993) · Econometrica · doi:10.2307/2951764 · Cited by 4,334
Estimating Multiple Breaks One at a Time
Bai, J. (1997) · Econometric Theory · doi:10.1017/s0266466600005831 · Cited by 817
Self-citationAn Analysis of the Real Interest Rate Under Regime Shifts
Garcia, R., & Perron, P. (1996) · The Review of Economics and Statistics · doi:10.2307/2109851 · Cited by 777
Self-citationON SEGMENTED MULTIVARIATE REGRESSION
Liu, J., Wu, S., & Zidek, J. V. (1997) · Cited by 448
Optimal changepoint tests for normal linear regression
Andrews, D. W. K., Lee, I., & Ploberger, W. (1996) · Journal of Econometrics · doi:10.1016/0304-4076(94)01682-8 · Cited by 304
Cited by
Estimating and Testing Structural Changes in Multivariate Regressions
Qu, Z., & Perron, P. (2007) · Econometrica · doi:10.1111/j.1468-0262.2006.00754.x · Cited by 466
Self-citationMaertens de Noordhout, C., Devleesschauwer, B., Haagsma, J. A., Havelaar, A. H., Bertrand, S., Vandenberg, O., Quoilin, S., Brandt, P. T., & Speybroeck, N. (2017) · Eurosurveillance · doi:10.2807/1560-7917.es.2017.22.38.30615 · Cited by 29
Metadata
- Authors
- Bai, J., & Perron, P.
- Venue
- The Econometrics Journal
- Publisher
- Oxford University Press (OUP)
- Published
- 2003-06-01
- Volume
- 6
- Issue
- 1
- Pages
- 72-78
- ISSN
- 1368-4221 (ISSN-L)
- 1368-423X
- OpenAlex
- W2163937387
- Cited by
- 854
- References
- 7
- FWCI
- 28.35
- Type
- journal article
- Language
- en
- Open access
- green
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Critical values for multiple structural change tests. https://app.cochat.ai/papers/10.1111/1368-423x.00102
- The paper
- Bai, J., & Perron, P. (2003). Critical values for multiple structural change tests. The Econometrics Journal. https://doi.org/10.1111/1368-423x.00102
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
