Biblio

Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) processJournal articleJamel Jouini et Mohamed Boutahar, Economics Bulletin, Volume 3, Issue 38, pp. 1-11, 2007

Wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidenceJournal articleJamel Jouini et Mohamed Boutahar, Economics Bulletin, Volume 3, Issue 3, pp. 1-10, 2007

Evidence on structural changes in U.S. time seriesJournal articleJamel Jouini et Mohamed Boutahar, Economic Modelling, Volume 22, Issue 3, pp. 391-422, 2005

Bai and Perron's and spectral density methods for structural change detection in the US inflation processJournal articleMohamed Safouane Ben Aïssa, Mohamed Boutahar et Jamel Jouini, Applied Economics Letters, Volume 11, Issue 2, pp. 109-115, 2004

Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral densityJournal articleIbrahim Ahamada, Jamel Jouini et Mohamed Boutahar, Applied Economics, Volume 36, Issue 10, pp. 1095-1101, 2004