Structural change and unit roots

DOI10.1016/0378-3758(95)00031-3MaRDI QIDQ1909372zbMATH OpenOpenAlexFDO

Authors G. S. Maddala, In-Moo Kim

Publication date 1 May 1996

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(95)00031-3

zbMATH Keywords

surveystructural breakstrend breakssequential testsclassical approachdifference stationaritytests for unit rootsparameter constancy testsBayesian literaturerecursive tests

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Applications of statistics to economics (62P20)

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Cited in

(12)

• Bounds, breaks and unit root tests
• Bayesian analysis of autoregressive time series with change points
• SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
• Structural change and unit root econometrics
• scientific article; zbMATH DE number 1241069 (Why is no real title available?)
• Structural change and the order of integration in univariate time series
• A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler
• Unit roots and structural breaks in OECD unemployment
• Estimating break points in a time series regression with structural changes
• A unified theory of structural change
• Detecting the number of structural breaks
• A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series

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