Pages that link to "Item:Q135912"
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The following pages link to Modified tests for a change in persistence (Q135912):
Displaying 21 items.
- memochange (Q43245) (← links)
- Detecting changes from short to long memory (Q657089) (← links)
- Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235) (← links)
- Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
- Persistence change tests and shifting stable autoregressions (Q1929075) (← links)
- Moving ratio test for multiple changes in persistence (Q1936583) (← links)
- Panel stationary tests against changes in persistence (Q2010784) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
- Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
- Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
- WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (Q2847584) (← links)
- STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
- Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
- Non identification of structural change in non stationary AR(1) models (Q5078895) (← links)
- Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
- The change in real interest rate persistence in OECD countries: evidence from modified panel ratio tests (Q5130139) (← links)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
- Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
- Quantile regression estimates and the analysis of structural breaks (Q5247938) (← links)
- Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
