Pages that link to "Item:Q4549732"
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The following pages link to Distinguishing between trend-break models: method and empirical evidence (Q4549732):
Displaying 7 items.
- Structural breaks with deterministic and stochastic trends (Q265106) (← links)
- Further evidence on breaking trend functions in macroeconomic variables (Q1371377) (← links)
- A note on tests of partial parameter stability in the cointegrated system (Q1934806) (← links)
- Differentiating between coefficient break and volatility break (Q2493771) (← links)
- Sequential Monitoring for Changes in Models with a Polynomial Trend (Q2809595) (← links)
- A two‐step procedure for testing partial parameter stability in cointegrated regression models (Q5063323) (← links)
- What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models? (Q5080531) (← links)