WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (Q2847584): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating restricted structural change models
@@ Property / cites work: Estimating restricted structural change models / rank @@
+Normal rank
@@ Property / cites work @@
+Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
+Normal rank
@@ Property / cites work @@
+A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
+Normal rank
@@ Property / cites work @@
+RECOGNIZING OVERDIFFERENCED TIME SERIES
@@ Property / cites work: RECOGNIZING OVERDIFFERENCED TIME SERIES / 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 @@
+Tests of stationarity against a change in persistence
+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 @@
+Consistent autoregressive spectral estimates
@@ Property / cites work: Consistent autoregressive spectral estimates / rank @@
+Normal rank
@@ Property / cites work @@
+STRUCTURAL CHANGE IN AR(1) MODELS
@@ Property / cites work: STRUCTURAL CHANGE IN AR(1) MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
+Normal rank
@@ Property / cites work @@
+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
+Normal rank
@@ Property / cites work @@
+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
+Normal rank
@@ Property / cites work @@
+CUSUM of Squares‐Based Tests for a Change in Persistence
+Normal rank
@@ Property / cites work @@
+Tests for a change in persistence against the null of difference‐stationarity
+Normal rank
@@ Property / cites work @@
+A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
+Normal rank