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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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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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Tests for a unit root using three-regime TAR models : power comparison and some applications
Maki, Daiki - In: Econometric reviews 28 (2009) 4, pp. 335-363
Persistent link: https://www.econbiz.de/10003864021
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True versus spurious long memory : some theoretical results and a Monte Carlo comparison
Leccadito, Arturo; Rachedi, Omar; Urga, Giovanni - In: Econometric reviews 34 (2015) 1/5, pp. 452-479
Persistent link: https://www.econbiz.de/10011373268
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Improved confidence sets for the date of a structural break
Yamazaki, Daisuke - In: Econometric reviews 40 (2021) 3, pp. 257-289
Persistent link: https://www.econbiz.de/10012515598
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A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei - In: Econometric reviews 37 (2018) 6/10, pp. 974-999
Persistent link: https://www.econbiz.de/10012040525
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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