Pages that link to "Item:Q2847584"
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The following pages link to Wald tests for detecting multiple structural changes in persistence (Q2847584):
Displaying 18 items.
- Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096) (← links)
- Likelihood ratio tests for multiple structural changes (Q1298460) (← links)
- A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
- Persistence change tests and shifting stable autoregressions (Q1929075) (← 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)
- Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data (Q2347453) (← links)
- A note on estimating a structural change in persistence (Q2440469) (← links)
- Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
- A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS (Q2878815) (← links)
- Critical values for multiple structural change tests (Q4439299) (← 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)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
- A note on change in persistence of U.S. city prices (Q6039106) (← links)
- Likelihood ratio test for change in persistence (Q6164680) (← links)
