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

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Property / publication date
 
2 May 2016
Timestamp+2016-05-02T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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Property / publication date: 2 May 2016 / rank
 
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Property / author
 
Property / author: David I. Harvey / rank
 
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Property / author
 
Property / author: Stephen J. Leybourne / rank
 
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Property / author
 
Property / author: A. M. Robert Taylor / rank
 
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Property / title
 
Modified tests for a change in persistence (English)
Property / title: Modified tests for a change in persistence (English) / rank
 
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Property / zbMATH Open document ID
 
Property / zbMATH Open document ID: 1418.62328 / rank
 
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Property / full work available at URL
 
Property / full work available at URL: http://repec.org/esAUSM04/up.29774.1076503390.pdf / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62M10 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62M07 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62P20 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6575914 / rank
 
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Property / zbMATH Keywords
 
persistence change
Property / zbMATH Keywords: persistence change / rank
 
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Property / zbMATH Keywords
 
ratio-based tests
Property / zbMATH Keywords: ratio-based tests / rank
 
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Property / zbMATH Keywords
 
variable addition tests
Property / zbMATH Keywords: variable addition tests / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / OpenAlex ID: W1984394816 / rank
 
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Property / cites work
 
Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / rank
 
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Property / cites work
 
Property / cites work: Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative / rank
 
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Property / cites work
 
Property / cites work: Tests of stationarity against a change in persistence / rank
 
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Property / cites work: Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* / rank
 
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Property / cites work
 
Property / cites work: Detection of change in persistence of a linear time series / rank
 
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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
 
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Property / cites work: Tests for a change in persistence against the null of difference‐stationarity / rank
 
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Property / cites work: Testing for a unit root in time series regression / rank
 
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Property / cites work: Trend Function Hypothesis Testing in the Presence of Serial Correlation / rank
 
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Latest revision as of 21:23, 11 July 2024

scientific article
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English
Modified tests for a change in persistence
scientific article

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