Pages that link to "Item:Q2847587"

The following pages link to On the behavior of fixed-\(b\) trend break tests under fractional integration (Q2847587):

Displaying 9 items.

• Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
• Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
• Inference on a structural break in trend with fractionally integrated errors (Q2815049) (← links)
• A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
• A joint test of fractional integration and structural breaks at a known period of time (Q4677037) (← links)
• Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
• TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT (Q5205274) (← links)
• Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
• Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)