Pages that link to "Item:Q135904"
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The following pages link to Tests of stationarity against a change in persistence (Q135904):
Displaying 42 items.
- memochange (Q43245) (← links)
- Tests of stationarity against a change in persistence (Q135904) (← links)
- Modified tests for a change in persistence (Q135912) (← links)
- On tests for changes in persistence (Q135925) (← links)
- Testing for a break in persistence under long-range dependencies (Q135936) (← links)
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- Monitoring persistent change in a heavy-tailed sequence with polynomial trends (Q395915) (← links)
- Ratio-based estimators for a change point in persistence (Q528070) (← links)
- Detecting changes from short to long memory (Q657089) (← links)
- Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235) (← links)
- Monitoring persistence change in infinite variance observations (Q744739) (← links)
- Subsampling change-point detection in persistence with heavy-tailed innovations (Q874325) (← links)
- Monitoring change in persistence in linear time series (Q990920) (← links)
- Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
- A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
- Persistence change tests and shifting stable autoregressions (Q1929075) (← links)
- Moving ratio test for multiple changes in persistence (Q1936583) (← links)
- Panel stationary tests against changes in persistence (Q2010784) (← links)
- Point optimal testing with roots that are functionally local to unity (Q2224880) (← links)
- Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
- A note on estimating a structural change in persistence (Q2440469) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
- WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (Q2847584) (← links)
- A PROOF OF THE POWER OF KIM'S TEST AGAINST STATIONARY PROCESSES WITH STRUCTURAL BREAKS (Q3377448) (← links)
- ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES (Q3632430) (← links)
- Tests for a change in persistence against the null of difference‐stationarity (Q4458358) (← links)
- Block bootstrap testing for changes in persistence with heavy-tailed innovations (Q4639103) (← links)
- DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
- Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
- The change in real interest rate persistence in OECD countries: evidence from modified panel ratio tests (Q5130139) (← links)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
- Wilcoxon rank test for change in persistence (Q5163042) (← links)
- Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
- Quantile regression estimates and the analysis of structural breaks (Q5247938) (← links)
- Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations (Q5252809) (← links)
- Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
- Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations (Q5421577) (← links)
- CUSUM of Squares‐Based Tests for a Change in Persistence (Q5430506) (← links)
- On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence (Q5467626) (← links)
- TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881) (← links)
- A note on change in persistence of U.S. city prices (Q6039106) (← links)
