Detection of structural change in the long-run persistence in a univariate time series
Year of publication: |
2005
|
---|---|
Authors: | Kurozumi, Eiji |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 67.2005, 2, p. 181-206
|
Subject: | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Einheitswurzeltest | Unit root test | Theorie | Theory |
-
Testing for output convergence : a re-examination
Cheung, Yin-Wong, (2000)
-
A consistent test for the null of stationarity against the alternative of a unit root
Kahn, James A., (1991)
-
Corradi, Valentina, (2006)
- More ...
-
Confidence Sets for the Date of a Structural Change at the End of a Sample
Kurozumi, Eiji, (2018)
-
Asymptotic Behavior of Delay Times of Bubble Monitoring Tests
Kurozumi, Eiji, (2020)
-
Point optimal test for cointegration with unknown variance-covariance matrix
Kurozumi, Eiji, (2005)
- More ...