Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049): Difference between revisions

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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Testing For and Dating Common Breaks in Multivariate Time Series
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+On asymptotic distribution theory in segmented regression problems - identified case
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+Fractional integration and structural breaks at unknown periods of time
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
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+Fractional differencing
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+Change-point estimation of nonstationary \(I(d)\) processes
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+Testing for a break in trend when the order of integration is unknown
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+ON THE BEHAVIOR OF FIXED-<i>b</i> TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION
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+A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION
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+Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
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+Change‐Point Estimation of Fractionally Integrated Processes
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+Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
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+Efficient Wald Tests for Fractional Unit Roots
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Structural breaks with deterministic and stochastic trends
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+The distance between rival nonstationary fractional processes
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+TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS
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+A simple test of changes in mean in the possible presence of long-range dependence
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+THE NONSTATIONARY FRACTIONAL UNIT ROOT
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+Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
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+ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
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+Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean
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