Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279): 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/s10513-005-0221-z
+Normal rank
@@ Property / OpenAlex ID @@
+W2009242869
@@ Property / OpenAlex ID: W2009242869 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5663198
@@ Property / cites work: Q5663198 / rank @@
+Normal rank
@@ Property / cites work @@
+A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate Differencing
+Normal rank
@@ Property / cites work @@
+Spurious Periodicity in Inappropriately Detrended Time Series
+Normal rank
@@ Property / cites work @@
+On Stochastic Limit and Order Relationships
@@ Property / cites work: On Stochastic Limit and Order Relationships / rank @@
+Normal rank
@@ Property / cites work @@
+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
+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 @@
+Q4124141
@@ Property / cites work: Q4124141 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Distributions of error correction tests for cointegration
+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 @@
+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Spurious regressions in econometrics
@@ Property / cites work: Spurious regressions in econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding spurious regressions in econometrics
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Optimal Inference in Cointegrated Systems
@@ Property / cites work: Optimal Inference in Cointegrated Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for cointegration using principal components methods
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Residual Based Tests for Cointegration
+Normal rank
@@ Property / cites work @@
+Multiple Time Series Regression with Integrated Processes
+Normal rank
@@ Property / cites work @@
+Q4852355
@@ Property / cites work: Q4852355 / rank @@
+Normal rank
@@ Property / cites work @@
+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
+Normal rank
@@ Property / cites work @@
+Further evidence on breaking trend functions in macroeconomic variables
+Normal rank
@@ Property / cites work @@
+Testing for structural breaks in cointegrated relationships
+Normal rank
@@ Property / cites work @@
+Q5561562
@@ Property / cites work: Q5561562 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
+Normal rank
@@ Property / cites work @@
+A comparison of the information and posterior probability criteria for model selection
+Normal rank
@@ Property / cites work @@
+Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
+Normal rank
@@ Property / cites work @@
+Hypothesis Testing 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 @@
+The likelihood ratio test for a change-point in simple linear regression
+Normal rank
@@ Property / cites work @@
+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Partial parameter consistency in a misspecified structural change model
+Normal rank
@@ Property / cites work @@
+Q4543840
@@ Property / cites work: Q4543840 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5203525
@@ Property / cites work: Q5203525 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal pointwise adaptive methods in nonparametric estimation
+Normal rank
@@ Property / cites work @@
+Deviation probability bound for martingales with applications to statistical estimation
+Normal rank
@@ Property / cites work @@
+The generalized fluctuation test: A unifying view
@@ Property / cites work: The generalized fluctuation test: A unifying view / rank @@
+Normal rank
@@ Property / cites work @@
+Q4082864
@@ Property / cites work: Q4082864 / rank @@
+Normal rank
@@ Property / cites work @@
+The Cusum Test with Ols Residuals
@@ Property / cites work: The Cusum Test with Ols Residuals / rank @@
+Normal rank
@@ Property / cites work @@
+MOSUM tests for parameter constancy
@@ Property / cites work: MOSUM tests for parameter constancy / rank @@
+Normal rank
@@ Property / cites work @@
+A new test for structural stability in the linear regression model
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
+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 @@
+Monitoring Structural Change
@@ Property / cites work: Monitoring Structural Change / rank @@
+Normal rank
@@ Property / cites work @@
+MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST
+Normal rank
@@ Property / cites work @@
+Q3914255
@@ Property / cites work: Q3914255 / rank @@
+Normal rank
@@ Property / cites work @@
+CONTINUOUS INSPECTION SCHEMES
@@ Property / cites work: CONTINUOUS INSPECTION SCHEMES / rank @@
+Normal rank
@@ Property / cites work @@
+Procedures for Reacting to a Change in Distribution
+Normal rank
@@ Property / cites work @@
+Optimal stopping times for detecting changes in distributions
+Normal rank
@@ Property / cites work @@
+Decision theoretic optimality of the cusum procedure
+Normal rank
@@ Property / cites work @@
+Residual-based tests for cointegration in models with regime shifts
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2377279