User’s Guide : Advanced Single Equation Analysis : Least Squares with Breakpoints : References
  
References
Bai, Jushan (1997). “Estimating Multiple Breaks One at a Time,” Econometric Theory, 13, 315–352.
Bai, Jushan and Pierre Perron (1998). “Estimating and Testing Linear Models with Multiple Structural Changes,” Econometrica, 66, 47–78.
Bai, Jushan and Pierre Perron (2003a). “Computation and Analysis of Multiple Structural Change Models,” Journal of Applied Econometrics, 6, 72–78.
Bai, Jushan and Pierre Perron (2003b). “Critical Values for Multiple Structural Change Tests,” Econometrics Journal, 18, 1–22.
Garcia, Rene and Pierre Perron (1996). “An Analysis of the Real Interest Rate Under Regime Shifts,” The Review of Economics and Statistics, 78, 111–125.
Hansen, Bruce E. (2001). “The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity,” Journal of Economic Perspectives, 15, 117–128.
Liu, Jian, Wu, Shiying, and James V. Zidek (1997). “On Segmented Multivariate Regression,” Statistica Sinica, 7, 497–525.
Perron, Pierre (2006). “Dealing with Structural Breaks,” in Palgrave Handbook of Econometrics, Vol. 1: Econometric Theory, T. C. Mills and K. Patterson (eds.). New York: Palgrave Macmillan.
Yao, Yi-Ching (1988). “Estimating the Number of Change-points via Schwarz’ Criterion,” Statistics & Probability Letters, 6, 181–189.