Pages that link to "Item:Q1934679"
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The following pages link to Change-point estimation of nonstationary \(I(d)\) processes (Q1934679):
Displaying 5 items.
- Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← links)
- Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term (Q5864456) (← links)