Moving ratio test for multiple changes in persistence (Q1936583): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11424-012-9255-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2010810879
@@ Property / OpenAlex ID: W2010810879 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
+Normal rank
@@ Property / cites work @@
+Nonparametric tests for unit roots and cointegration.
+Normal rank
@@ Property / cites work @@
+The size performance of a nonparametric unit root test under a variance shift
+Normal rank
@@ Property / cites work @@
+Detection of change in persistence of a linear time series
+Normal rank
@@ Property / cites work @@
+Tests for a change in persistence against the null of difference‐stationarity
+Normal rank
@@ Property / cites work @@
+Tests of stationarity against a change in persistence
+Normal rank
@@ Property / cites work @@
+Testing for stationarity with a break
@@ Property / cites work: Testing for stationarity with a break / rank @@
+Normal rank
@@ Property / cites work @@
+Modified tests for a change in persistence
@@ Property / cites work: Modified tests for a change in persistence / rank @@
+Normal rank
@@ Property / cites work @@
+Persistence change tests and shifting stable autoregressions
+Normal rank
@@ Property / cites work @@
+Testing for a change in persistence in the presence of non-stationary volatility
+Normal rank
@@ Property / cites work @@
+Monitoring change in persistence in linear time series
+Normal rank
@@ Property / cites work @@
+Detecting Multiple Changes in Persistence
@@ Property / cites work: Detecting Multiple Changes in Persistence / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Likelihood ratio tests for multiple structural changes
+Normal rank
@@ Property / cites work @@
+Monitoring persistence change in infinite variance observations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1936583