scientific article; zbMATH DE number 1475337

zbMATH Open0944.62076MaRDI QIDQ4489932

Tai-Leung Terence Chong

Publication date: 24 September 2000

Title of this publication is not available (Why is that?)

zbMATH Keywords

Brownian motionBrownian bridgemeasurement errorsstructural breaksup-Wald test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (6)

When bubbles burst: econometric tests based on structural breaks ⋮ Detection of structural breaks in linear dynamic panel data models ⋮ Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models ⋮ Generic consistency of the break-point estimators under specification errors in a multiple-break model ⋮ Inference on a structural break in trend with fractionally integrated errors ⋮ Specification and structural break tests for additive models with applications to realized variance data

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