Pages that link to "Item:Q265106"

The following pages link to Structural breaks with deterministic and stochastic trends (Q265106):

Displaying 35 items.

• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
• The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
• Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
• Bayesian multiple structural change-points estimation in time series models with genetic algorithm (Q395906) (← links)
• Truncating estimation for the change in stochastic trend with heavy-tailed innovations (Q451494) (← links)
• Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
• Structural changes and unit roots in non-stationary time series (Q643410) (← links)
• Robust methods for detecting multiple level breaks in autocorrelated time series (Q736530) (← links)
• Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030) (← links)
• Unit root testing under a local break in trend (Q738141) (← links)
• Uniform change point tests in high dimension (Q892243) (← links)
• On infimum Dickey-Fuller unit root tests allowing for a trend break under the null (Q1623643) (← links)
• Bias correction of KPSS test with structural break for reducing of size distortion (Q1695651) (← links)
• Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
• Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
• Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
• Detection and attribution of climate change through econometric methods (Q2254700) (← links)
• An omnibus test to detect time-heterogeneity in time series (Q2255926) (← links)
• Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures (Q2280606) (← links)
• Confidence sets for the date of a break in level and trend when the order of integration is unknown (Q2343745) (← links)
• Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
• Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← links)
• ON THE BEHAVIOR OF FIXED-<i>b</i> TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION (Q2847587) (← links)
• Break point estimators for a slope shift: levels versus first differences (Q2896003) (← links)
• Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model (Q2953278) (← links)
• A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series (Q3086366) (← links)
• TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
• TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (Q3100979) (← links)
• A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186) (← links)
• SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (Q3181959) (← links)
• A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend (Q3422392) (← links)
• An evaluation of some methods used for determination of homogenous structural break point in mean of panel data (Q5083664) (← links)
• Deterministic Parameter Change Models in Continuous and Discrete Time (Q5111782) (← links)
• Joint hypothesis specification for unit root tests with a structural break (Q5488513) (← links)