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subject:"Structural break"
~accessRights:"restricted"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Mineral economics : raw materials report"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Long-run variance estimation"
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Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
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Market efficiency in non-renewable resource markets : evidence from stationarity tests with structural changes
Kara, Alper
;
Yildirim, Dilem
;
Tunç, Gül Ipek
- In:
Mineral economics : raw materials report
36
(
2023
)
2
,
pp. 279-290
Persistent link: https://www.econbiz.de/10014251404
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Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji
;
Skrobotov, Anton
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 514-535
Persistent link: https://www.econbiz.de/10011969523
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