Structural changes and unit roots in non-stationary time series
DOI10.1016/J.JSPI.2011.07.021zbMATH Open1229.62115OpenAlexW1998746886MaRDI QIDQ643410FDOQ643410
Authors: Boris Brodsky, B. S. Darkhovskij 
Publication date: 28 October 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.07.021
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Cites Work
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- Estimating and Testing Linear Models with Multiple Structural Changes
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Basic properties of strong mixing conditions. A survey and some open questions
- Testing for a unit root in time series regression
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- The Cusum Test with Ols Residuals
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- Title not available (Why is that?)
- Further evidence on breaking trend functions in macroeconomic variables
- Structural breaks with deterministic and stochastic trends
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
- Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
- Structural breaks, unit roots and methods for removing the autocorrelation pattern
- On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient
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Cited In (6)
- Structural change and unit root econometrics
- Structural change and unit roots
- A simultaneous test of unit root and level change
- Monitoring procedures to detect unit roots and stationarity
- Structural breaks, unit roots and methods for removing the autocorrelation pattern
- Monitoring unit root and multiple structural changes: An information criterion approach
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