Structural change and unit roots (Q1909372)

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Language	Label	Description	Also known as
English	Structural change and unit roots	scientific article

Statements

scholarly article

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Structural change and unit roots (English)

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zbMATH Open document ID

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10.1016/0378-3758(95)00031-3

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Journal of Statistical Planning and Inference

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publication date

1 May 1996

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

parameter constancy tests

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trend breaks

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difference stationarity

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sequential tests

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recursive tests

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classical approach

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structural breaks

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survey

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tests for unit roots

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Bayesian literature

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/0378-3758(95)00031-3

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A Test of Goodness of Fit

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Tests for Parameter Instability and Structural Change With Unknown Change Point

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The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests

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Inference in Nonlinear Econometric Models with Structural Change

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Optimal changepoint tests for normal linear regression

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Estimating the transition between two intersecting straight lines

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Asymptotic inference for nearly nonstationary AR(1) processes

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Interpretation and Use of Generalized Chow Tests

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Tests of Equality Between Sets of Coefficients in Two Linear Regressions

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A critique of the application of unit root tests

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Distribution of the Estimators for Autoregressive Time Series With a Unit Root

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Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

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Recursive stability analysis of linear regression relationships. An exploratory methodology

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Testing For Unit Roots: 1

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Testing for Unit Roots: 2

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Two Methods for Examining the Stability of Regression Coefficients

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Sampling-Based Approaches to Calculating Marginal Densities

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Estimating Regression Models of Finite but Unknown Order

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A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

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Computing the distribution of quadratic forms in normal variables

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Bayesian detection of structural changes

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The likelihood ratio test for a change-point in simple linear regression

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Testing for Structural Change in Dynamic Models

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ON THE ANALYSIS OF MULTIPLE REGRESSION IN <i>k</i> CATEGORIES

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On the distribution of some test statistics for coefficient constancy

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A large-sample Chow test for the linear simultaneous equation

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Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative

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A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors

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Testing for the Constancy of Parameters Over Time

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A gradual switching regression model with a flexible transition path

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The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

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A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept

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Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation

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Time Series Regression with a Unit Root

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A new test for structural stability in the linear regression model

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Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes

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Structural change and unit root econometrics

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Testing for unit roots in autoregressive-moving average models of unknown order

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Structural changes in time series models

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Approximation to the Finite Sample Distribution for Nonstable First Order Stochastic Difference Equations

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Estimating the dimension of a model

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Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point

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Bayesian skepticism on unit root econometrics

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Understanding Unit Rooters: A Helicopter Tour

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On predictive least squares principles

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Sitelinks

Mathematics(1 entry)

mardi Publication:1909372

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