Strong rules for detecting the number of breaks in a time series (Q1414624): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Likelihood ratio tests for multiple structural changes
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Monitoring Structural Change
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+DECIDING BETWEEN <i>I</i>(0) AND <i>I</i>(1) VIA  FLIL-BASED BOUNDS
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+A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION  CONSISTENT COVARIANCE MATRIX ESTIMATORS
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+Long memory and regime switching
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+Real Analysis and Probability
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+On strong invariance principles under dependence assumptions
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+Testing for structural change in a long-memory environment
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+Q4002114
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+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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+Q4344418
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+A maximal inequality and dependent strong laws
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+Spurious number of breaks
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+The Cusum Test with Ols Residuals
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+Two LIL-type results for the Brownian bridge
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+Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
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+Estimating the number of change-points via Schwarz' criterion
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