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

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