A note on change in persistence of U.S. city prices
From MaRDI portal
Publication:6039106
DOI10.1515/snde-2019-0051OpenAlexW3114420196MaRDI QIDQ6039106
Publication date: 3 May 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2019-0051
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
- Tests of stationarity against a change in persistence
- Estimating restricted structural change models
- A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
- Detection of change in persistence of a linear time series
- WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE
- Tests for a change in persistence against the null of difference‐stationarity
- Estimating and Testing Linear Models with Multiple Structural Changes
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
- Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities
- Transition Modeling and Econometric Convergence Tests