TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (Q3100979): Difference between revisions

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English	TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS	scientific article

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title

TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (English)

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zbMATH Open document ID

1227.62073

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DOI

10.1017/S0266466610000617

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22 November 2011

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Mathematics Subject Classification ID

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MaRDI publication profile

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cites work

The KPSS stationarity test as a unit root test

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Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

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Testing for Structural Change in Dynamic Models

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A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS

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SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS

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Residual-based tests for cointegration in models with regime shifts

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Nonparametric tests for unit roots and cointegration.

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Interpreting tests of the convergence hypothesis

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Testing For and Dating Common Breaks in Multivariate Time Series

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LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES

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Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

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Tests for Parameter Instability and Structural Change With Unknown Change Point

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Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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Testing for Trend in the Presence of Autoregressive Error

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Asymptotics for linear processes

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Time Series Regression with a Unit Root

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Structural breaks with deterministic and stochastic trends

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The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

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Trend Function Hypothesis Testing in the Presence of Serial Correlation

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Mathematics(1 entry)

mardi Publication:3100979

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+The KPSS stationarity test as a unit root test
@@ Property / cites work: The KPSS stationarity test as a unit root test / rank @@
+Normal rank
@@ Property / cites work @@
+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
+Normal rank
@@ Property / cites work @@
+Testing for Structural Change in Dynamic Models
@@ Property / cites work: Testing for Structural Change in Dynamic Models / rank @@
+Normal rank
@@ Property / cites work @@
+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
+Normal rank
@@ Property / cites work @@
+SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
+Normal rank
@@ Property / cites work @@
+Residual-based tests for cointegration in models with regime shifts
+Normal rank
@@ Property / cites work @@
+Nonparametric tests for unit roots and cointegration.
+Normal rank
@@ Property / cites work @@
+Interpreting tests of the convergence hypothesis
@@ Property / cites work: Interpreting tests of the convergence hypothesis / rank @@
+Normal rank
@@ Property / cites work @@
+Testing For and Dating Common Breaks in Multivariate Time Series
+Normal rank
@@ Property / cites work @@
+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
+Normal rank
@@ Property / cites work @@
+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Testing for Trend in the Presence of Autoregressive Error
+Normal rank
@@ Property / cites work @@
+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Structural breaks with deterministic and stochastic trends
+Normal rank
@@ Property / cites work @@
+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
+Normal rank
@@ Property / cites work @@
+Trend Function Hypothesis Testing in the Presence of Serial Correlation
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3100979