Pages that link to "Item:Q1371377"
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The following pages link to Further evidence on breaking trend functions in macroeconomic variables (Q1371377):
Displayed 17 items.
- On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability (Q4561856) (← links)
- THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS (Q4678785) (← links)
- On LM-type tests for seasonal unit roots in the presence of a break in trend (Q4979096) (← links)
- UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
- Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation (Q5080581) (← links)
- A simple unit root testing methodology that does not require knowledge regarding the presence of a break (Q5084751) (← links)
- A new unit root test with two structural breaks in level and slope at unknown time (Q5123628) (← links)
- (Q5157683) (← links)
- A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler (Q5220000) (← links)
- Finite sample behaviour of the level shift model using quasi-differenced data (Q5438726) (← links)
- Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types (Q5451125) (← links)
- Joint hypothesis specification for unit root tests with a structural break (Q5488513) (← links)
- Unit root tests and structural change when the initial observation is drawn from its unconditional distribution (Q5488514) (← links)
- Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
- Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
- The distribution of rolling regression estimators (Q6108308) (← links)
- Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures<sup>†</sup> (Q6134149) (← links)