ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION (Q2847587): Difference between revisions

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+Long memory versus structural breaks: an overview
@@ Property / cites work: Long memory versus structural breaks: an overview / rank @@
+Normal rank
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
+Normal rank
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+Cointegration in fractional systems with deterministic trends
+Normal rank
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+Structural breaks with deterministic and stochastic trends
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+A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM
+Normal rank
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+Weak convergence of multivariate fractional processes
+Normal rank
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+SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
+Normal rank
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+Alternative forms of fractional Brownian motion
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+Normal rank
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+TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND
+Normal rank
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+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Nonstationarity-extended local Whittle estimation
@@ Property / cites work: Nonstationarity-extended local Whittle estimation / rank @@
+Normal rank
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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
+Normal rank

ON THE BEHAVIOR OF FIXED-<i>b</i> TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION (Q2847587): Difference between revisions

Latest revision as of 20:22, 6 July 2024

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Mathematics(1 entry)