MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY (Q2886978): Difference between revisions

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+Jump-preserving monitoring of dependent time series using pilot estimators
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+Nonparametric tests for unit roots and cointegration.
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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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+Testing For and Dating Common Breaks in Multivariate Time Series
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+Testing for a unit root in time series regression
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+Time Series Regression with a Unit Root
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+On detecting jumps in time series: nonparametric setting
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+Testing for the Constancy of Parameters Over Time
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+On the Absolute Continuity of Distributions of Functionals of Random Processes
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+The Cusum Test for Parameter Change in Time Series Models
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+Reducing size distortions of parametric stationarity tests
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+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?
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+The Cusum Test with Ols Residuals
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+Gradual changes versus abrupt changes.
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+Monitoring changes in linear models
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+Deciding between I(1) and I(0)
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+Some tests for parameter constancy in cointegrated VAR‐models
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+Rescaled variance and related tests for long memory in volatility and levels
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+On the distribution of the clipping median under a mixture model
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+Random Walks with Drift – A Sequential Approach
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+The joint distribution of the running maximum and its location of D-valued Markov processes
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+Optimal sequential kernel detection for dependent processes
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+Nonparametric detection of changepoints for sequentially observed data
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+Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
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+W2084654022
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