Break point estimators for a slope shift: levels versus first differences
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Publication:2896003
DOI10.1111/j.1368-423X.2011.00355.xzbMath1241.62037OpenAlexW2102836175MaRDI QIDQ2896003
Publication date: 13 July 2012
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2011.00355.x
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Uses Software
Cites Work
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- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Structural breaks with deterministic and stochastic trends
- TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-B ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
- A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend
- TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND
- GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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