Modified tests for a change in persistence (Q135912): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q205399
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1984394816 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of stationarity against a change in persistence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detection of change in persistence of a linear time series / rank
 
Normal rank
Property / cites work
 
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? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for a change in persistence against the null of difference‐stationarity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for a unit root in time series regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Trend Function Hypothesis Testing in the Presence of Serial Correlation / rank
 
Normal rank

Latest revision as of 21:23, 11 July 2024

scientific article
Language Label Description Also known as
English
Modified tests for a change in persistence
scientific article

    Statements

    134
    0 references
    2
    0 references
    441-469
    0 references
    October 2006
    0 references
    2 May 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Modified tests for a change in persistence (English)
    0 references
    persistence change
    0 references
    ratio-based tests
    0 references
    variable addition tests
    0 references

    Identifiers