Persistence change tests and shifting stable autoregressions (Q1929075): Difference between revisions

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+Tests of stationarity against a change in persistence
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+Modified tests for a change in persistence
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+Detection of change in persistence of a linear time series
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+On tests for changes in persistence
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+Small sample properties of forecasts from autoregressive models under structural breaks
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+Trend Function Hypothesis Testing in the Presence of Serial Correlation
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