Pages that link to "Item:Q1371377"
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The following pages link to Further evidence on breaking trend functions in macroeconomic variables (Q1371377):
Displaying 50 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Selection of the break in the Perron-type tests (Q265103) (← links)
- Structural breaks with deterministic and stochastic trends (Q265106) (← 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)
- Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- Federal regulation and aggregate economic growth (Q372218) (← links)
- On the asymptotic distribution of a simple unit root test for trending and breaking series (Q419266) (← links)
- Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
- Spurious regression (Q609686) (← links)
- A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break (Q641788) (← links)
- Structural changes and unit roots in non-stationary time series (Q643410) (← links)
- Forecasting in the presence of large shocks (Q671541) (← links)
- A wavelet-based approach for modelling exchange rates (Q719004) (← links)
- Unit root testing under a local break in trend (Q738141) (← links)
- Modeling the impact of real and financial shocks on Mercosur: The role of the exchange rate regime (Q836022) (← links)
- Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative (Q1003794) (← links)
- Fuzzy modelling and estimation of economic relationships (Q1010375) (← links)
- Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
- Unit roots and structural breaks in OECD unemployment (Q1606355) (← links)
- Modelling breaks and clusters in the steady states of macroeconomic variables (Q1623520) (← links)
- Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
- On infimum Dickey-Fuller unit root tests allowing for a trend break under the null (Q1623643) (← links)
- A simple testing procedure for unit root and model specification (Q1659023) (← links)
- Regime changes and interest rate risk (Q1667908) (← links)
- Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null (Q1695668) (← links)
- GLS detrending, efficient unit root tests and structural change. (Q1810676) (← links)
- Testing for stationarity with a break (Q1867712) (← links)
- An infimum coefficient unit root test allowing for an unknown break in trend (Q1925907) (← links)
- Performance of LM-type unit root tests with trend break: a bootstrap approach (Q1929815) (← links)
- Recursive adjusted unit root tests under non-stationary volatility (Q2043142) (← links)
- 50 years of capital mobility in the eurozone: breaking the Feldstein-Horioka puzzle (Q2121115) (← links)
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Detection and attribution of climate change through econometric methods (Q2254700) (← links)
- Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures (Q2280606) (← links)
- Estimating the equilibrium effective exchange rate for potential EMU members (Q2316844) (← links)
- Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
- Testing for a unit root in variables with a double change in the mean (Q2442567) (← links)
- Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
- Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
- Structural breaks, tourism development, and economic growth: Evidence from Taiwan (Q2483547) (← links)
- Grain prices, oil prices, and multiple smooth breaks in a VAR (Q2691667) (← links)
- A parametric stationarity test with smooth breaks (Q2697025) (← links)
- Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
- Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) (← links)
- A bootstrap test for additive outliers in non-stationary time series (Q2864624) (← links)
- Analysis of structural breaks and unit root tests for Chinese macroeconomic data (Q2990800) (← links)
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
- Stationarity testing under nonlinear models. Some asymptotic results (Q3103194) (← links)
- Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
