The following pages link to On tests for changes in persistence (Q135925):
Displaying 11 items.
- memochange (Q43245) (← links)
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- Variance change-point detection in panel data models (Q498780) (← links)
- Subsampling change-point detection in persistence with heavy-tailed innovations (Q874325) (← links)
- Monitoring change in persistence in linear time series (Q990920) (← links)
- A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
- Persistence change tests and shifting stable autoregressions (Q1929075) (← links)
- Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
- Block bootstrap testing for changes in persistence with heavy-tailed innovations (Q4639103) (← links)
- Wilcoxon rank test for change in persistence (Q5163042) (← links)
- Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations (Q5421577) (← links)
