Detecting Multiple Level Shifts in Bounded Time Series

DOI10.1080/07350015.2024.2308107MaRDI QIDQ7023618zbMATH OpenFDO

Authors Josep Lluís Carrion-I-Silvestre, María Dolores Gadea

Publication date 21 February 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2024.2308107

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

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• Some thoughts on the development of cointegration
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• The Modern History of Exchange Rate Arrangements: A Reinterpretation
• Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models

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