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Detecting structural changes under nonstationary volatility
Wu, Jilin - In: Economics letters 146 (2016), pp. 151-154
Persistent link: https://www.econbiz.de/10011619232
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Performance of LM-type unit root tests with trend break : a bootstrap approach
Chou, Win-lin; Corchón, Luis C. - In: Economics letters 94 (2007) 1, pp. 76-82
Persistent link: https://www.econbiz.de/10003404027
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Forecasting long memory time series when occasional breaks occur
Bisaglia, Luisa; Gerolimetto, Margherita - In: Economics letters 98 (2008) 3, pp. 253-258
Persistent link: https://www.econbiz.de/10003719142
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The joint determinantion of the number and the type of structural changes
Wang, Zijun - In: Economics letters 93 (2006) 2, pp. 222-227
Persistent link: https://www.econbiz.de/10003391921
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Nonlinear time-series convergence : the role of structural breaks
King, Alan; Ramlogan, Carlyn - In: Economics letters 110 (2011) 3, pp. 238-240
Persistent link: https://www.econbiz.de/10009241486
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Centurial evidence of breaks in the persistence of unemployment
Ghoshray, Atanu; Stamatogiannis, Michalis P. - In: Economics letters 129 (2015), pp. 74-76
Persistent link: https://www.econbiz.de/10011421988
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Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing
Omay, Tolga - In: Economics letters 134 (2015), pp. 123-126
Persistent link: https://www.econbiz.de/10011432370
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An infimum coefficient unit root test allowing for an unknown break in trend
Harvey, David I.; Leybourne, Stephen James - In: Economics letters 117 (2012) 1, pp. 298-302
Persistent link: https://www.econbiz.de/10009697750
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A modified test against spurious long memory
Kruse, Robinson - In: Economics letters 135 (2015), pp. 34-38
Persistent link: https://www.econbiz.de/10011434828
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Testing for structural breaks with local smoothers : a simulation study
Öztürk, Serda Selin; Stengos, Thanasēs - In: Economics letters 125 (2014) 1, pp. 119-122
Persistent link: https://www.econbiz.de/10010504741