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2. Forecasting and model averaging with structural breaks. (2015). Yin, Anwen.
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6. Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters. (2014). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU.
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8. Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing. (2012). Smith, Ronald ; Pesaran, Mohammad.
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9. Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model. (2012). Song, Yong.
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10. Forecasting inflation in Asian economies. (2012). Liew, Freddy.
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12. Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing. (2012). Smith, Ronald ; Pesaran, Mohammad.
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13. Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing. (2012). Smith, Ronald ; Pesaran, Mohammad.
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1. Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro.
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2. A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence. (2017). Kejriwal, Mohitosh.
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3. Monitoring multivariate time series. (2017). Hoga, Yannick.
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   RePEc:eee:jmvana:v:155:y:2017:i:c:p:105-121.

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4. On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks. (2017). Tzavalis, Elias ; Meligkotsidou, Loukia ; Vrontos, Ioannis.
   In: Econometrics and Statistics.
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5. Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks. (2016). Hännikäinen, Jari ; Hannikainen, Jari.
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6. A test for changing trends with monotonic power. (2016). Wu, Jilin.
   In: Economics Letters.
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7. Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry. (2016). Pouliot, William.
   In: Economic Modelling.
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8. Selection of an estimation window in the presence of data revisions and recent structural breaks. (2015). Hännikäinen, Jari ; Hannikainen, Jari.
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9. Detecting structural changes using wavelets. (2015). Yazgan, Ege ; Ozkan, Harun.
   In: Finance Research Letters.
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10. Restoring monotonic power in Wald/LM-type tests. (2015). Wu, Jilin.
    In: Economics Letters.
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11. Asimmetria del rischio sistematico dei titoli immobiliari americani: nuove evidenze econometriche. (2014). Drago, Carlo ; de Santis, Paola.
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12. Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry. (2014). Pouliot, William ; Olmo, Jose.
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13. An omnibus test to detect time-heterogeneity in time series. (2013). GUEGAN, Dominique ; Peretti, Philippe .
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14. Optimal forecasts in the presence of structural breaks. (2013). Pesaran, Mohammad ; Pranovich, Mikhail ; Pick, Andreas.
    In: Journal of Econometrics.
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15. Powerful tests for structural changes in volatility. (2013). Xu, Ke-Li.
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16. Multiple Change-Point Detection in Linear Regression Models via U-Statistic Type Processes. (2013). Pouliot, William ; Kapar, Burcu.
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17. Segmenting mean-nonstationary time series via trending regressions. (2012). Horvath, Lajos ; Hukov, Marie ; Horvth, Lajos ; Aue, Alexander.
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18. Monitoring a change in persistence of a long range dependent time series. (2011). Willert, Juliane ; Heinen, Florian.
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19. Optimal Forecasts in the Presence of Structural Breaks. (2011). Pranovich, Mikhail ; Pesaran, Hashem M ; Pick, Andreas.
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20. Lack of Credibility, Inflation Persistence and Disinflation in Colombia. (2011). Hamann, Franz ; Gonzalez, Andres.
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21. Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011). (2011). Pesaran, Mohammad ; Pranovich, M. ; Pick, A..
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22. Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling. (2010). Santos, Carlos ; Oliveira, Maria Alberta.
    In: Applied Economics.
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23. Using mean reversion as a measure of persistence. (2010). Marques, Carlos ; Dias, Daniel.
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24. The long-run determinants of UK wages, 1860-2004. (2009). Hendry, David ; Castle, Jennifer.
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25. Detecting the Presence of Informed Price Trading Via Structural Break Tests. (2009). Pouliot, William ; Olmo, Jose ; Pilbeam, K..
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26. The Long-Run Determinants of UK Wages, 1860-2004. (2008). Hendry, David ; Castle, Jennifer.
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27. Globalisation, domestic inflation and the global output gaps: evidence from the Euro era. (2008). Calza, Alessandro.
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28. When did unsystematic monetary policy have an effect on inflation?. (2008). Mojon, Benoit.
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29. The limit distribution of the estimates in cointegrated regression models with multiple structural changes. (2008). Perron, Pierre ; Kejriwal, Mohitosh.
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30. Restoring monotone power in the CUSUM test. (2008). Andreou, Elena.
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31. Optimal monetary policy and the transmission of oil-supply shocks to the euro area under rational expectations. (2008). DARRACQ PARIES, Matthieu ; Adjemian, Stéphane.
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32. U-statistic Type Tests for Structural Breaks in Linear Regression Models. (2008). Pouliot, William ; Olmo, Jose.
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33. Early Detection Techniques for Market Risk Failure. (2008). Pouliot, William ; Olmo, Jose.
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34. Inflation persistence during periods of structural change: an assessment using Greek data. (2007). Lazaretou, Sophia ; Hondroyiannis, George.
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35. A persistence-weighted measure of core inflation in the Euro area. (2007). Stracca, Livio ; Bilke, Laurent .
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36. Joint change point estimation in regression coeffcients and variances of the errors of a linear model. (2006). Glouchakov, Oleg.
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37. Monitoring disruptions in financial markets. (2006). Andreou, Elena ; Ghysels, Eric.
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38. Nonparametric retrospection and monitoring of predictability of financial returns. (2006). Anatolyev, Stanislav.
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39. The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes. (2006). Perron, Pierre ; Kejriwal, Mohitosh.
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40. DECIDING BETWEEN GARCH AND STOCHASTIC VOLATILITY VIA STRONG DECISION RULES. (2006). Hafner, Christian M. ; Preminger, Arie.
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41. When did unsystematic monetary policy have an effect on inflation?. (2005). Mojon, Benoit.
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42. Break in the mean and persistence of inflation: a sectoral analysis of French CPI. (2005). Bilke, Laurent .
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43. Breaks in the mean of inflation: how they happen and what to do with them. (2005). Mojon, Benoit ; Corvoisier, Sandrine.
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44. Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI.. (2005). BILKE, L..
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45. Has Euro-area inflation persistence changed over time?. (2004). Whelan, Karl ; O'Reilly, Gerard.
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46. DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY. (2004). Ruiz, Esther ; Peña, Daniel ; Carnero, M. Angeles ; Pea, Daniel.
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47. Has Euro-Area Inflation Persistence Changed Over Time?. (2004). Whelan, Karl ; O'Reilly, Gerard.
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48. Inflation Persistence during Periods of Structural Change: An Assessment Using Greek Data. (2004). Lazaretou, Sophia ; Hondroyiannis, George.
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49. Detecting level shifts in the presence of conditional heteroscedasticity.. (2003). Ruiz, Esther ; Peña, Daniel ; Carnero, M. Angeles ; Pea, Daniel.
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50. On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests. (2001). Yamamoto, Yohei ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2013-012.

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