Pages that link to "Item:Q2225018"
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The following pages link to Estimating multiple breaks in nonstationary autoregressive models (Q2225018):
Displaying 6 items.
- Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)
- On the asymptotic behavior of bubble date estimators (Q6135352) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)
- Estimating a common break point in means for long-range dependent panel data (Q6655927) (← links)