Subsampling procedures for a heavy-tailed unit root test with structural change
From MaRDI portal
Publication:3074119
zbMATH Open1221.62037MaRDI QIDQ3074119FDOQ3074119
Authors: Ruibing Qin, Zheng Tian 
Publication date: 5 February 2011
Recommendations
- Subsampling unit root tests for heavy-tailed observations
- Unit root tests and dramatic shifts with infinite variance processes
- Subsampling change-point detection in persistence with heavy-tailed innovations
- Subsampling tests for the mean change point with heavy-tailed innovations
- UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)
Cited In (5)
- Subsampling change-point detection in persistence with heavy-tailed innovations
- Block bootstrap testing for changes in persistence with heavy-tailed innovations
- Subsampling cointegration tests in heavy-tailed observation
- Subsampling unit root tests for heavy-tailed observations
- Subsampling tests for the mean change point with heavy-tailed innovations
This page was built for publication: Subsampling procedures for a heavy-tailed unit root test with structural change
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3074119)
