Structural change and unit roots

DOI10.1016/0378-3758(95)00031-3zbMath0839.62103OpenAlexW2067818674MaRDI QIDQ1909372

G. S. Maddala, In-Moo Kim

Publication date: 1 May 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00031-3

zbMATH Keywords

surveydifference stationaritystructural breakssequential testsclassical approachtrend breakstests for unit rootsparameter constancy testsBayesian literaturerecursive tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Bayesian inference (62F15)

Related Items

SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration, Detecting the number of structural breaks, Bayesian analysis of autoregressive time series with change points, A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler

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