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A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series
Meligkotsidou, Loukia; Tzavalis, Elias; Vrontos, Ioannis D. - In: Econometric reviews 30 (2011) 2, pp. 208-249
Persistent link: https://www.econbiz.de/10008990443
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Unit roots, level shifts, and trend breaks in per capita output : a robust evaluation
Kejriwal, Mohitosh; Lopez, Claude - In: Econometric reviews 32 (2013) 8, pp. 892-927
Persistent link: https://www.econbiz.de/10009758610
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Unit root tests under time-varying variances
Cavaliere, Giuseppe - In: Econometric reviews 23 (2004) 3, pp. 259-292
Persistent link: https://www.econbiz.de/10002263235
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The behavior of Hegy tests for quarterly time series with seasonal mean shifts
Lopes, Artur C. B. da Silva; Montañés, Antonio - In: Econometric reviews 24 (2005) 1, pp. 83-108
Persistent link: https://www.econbiz.de/10002655594
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A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D. - In: Econometric reviews 35 (2016) 5/7, pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
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Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban; Lee, Junsoo; Tieslau, Margie A.; … - In: Econometric reviews 42 (2023) 1, pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
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Structural change tests for GEL criteria
Guay, Alain; Lamarche, Jean-François - In: Econometric reviews 37 (2018) 6/10, pp. 1000-1032
Persistent link: https://www.econbiz.de/10012040528
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Issues in estimating new Keynesian Phillips curves in the presence of unknown structural change
Kulish, Mariano; Pagan, Adrian R. - In: Econometric reviews 35 (2016) 5/7, pp. 1251-1270
Persistent link: https://www.econbiz.de/10011591203
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On the usefulness or lack thereof of optimality criteria for structural change tests
Perron, Pierre; Yamamoto, Yohei - In: Econometric reviews 35 (2016) 5/7, pp. 782-844
Persistent link: https://www.econbiz.de/10011589912
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - In: Econometric reviews 34 (2015) 1/5, pp. 512-536
Persistent link: https://www.econbiz.de/10011373261