Pages that link to "Item:Q265106"
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The following pages link to Structural breaks with deterministic and stochastic trends (Q265106):
Displayed 29 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
- Bayesian multiple structural change-points estimation in time series models with genetic algorithm (Q395906) (← links)
- Truncating estimation for the change in stochastic trend with heavy-tailed innovations (Q451494) (← links)
- Structural changes and unit roots in non-stationary time series (Q643410) (← links)
- Robust methods for detecting multiple level breaks in autocorrelated time series (Q736530) (← links)
- Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030) (← links)
- Unit root testing under a local break in trend (Q738141) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Detection and attribution of climate change through econometric methods (Q2254700) (← links)
- An omnibus test to detect time-heterogeneity in time series (Q2255926) (← links)
- Confidence sets for the date of a break in level and trend when the order of integration is unknown (Q2343745) (← links)
- Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
- Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← links)
- ON THE BEHAVIOR OF FIXED-<i>b</i> TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION (Q2847587) (← links)
- Break point estimators for a slope shift: levels versus first differences (Q2896003) (← links)
- Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model (Q2953278) (← links)
- A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series (Q3086366) (← links)
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
- TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (Q3100979) (← links)
- A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186) (← links)
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (Q3181959) (← links)
- A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend (Q3422392) (← links)
- Spurious Instrumental Variables (Q3585297) (← links)
- TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619) (← links)
- GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626) (← links)
- Joint hypothesis specification for unit root tests with a structural break (Q5488513) (← links)
