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Simple, robust, and powerful tests of the breaking trend hypothesis
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 4, pp. 995-1029
Persistent link: https://www.econbiz.de/10003875923
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Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe; Harvey, David I.; Leybourne, … - In: Econometric theory 27 (2011) 5, pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
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On the behavior of fixed-b trend break tests under fractional integration
Iacone, Fabrizio; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 29 (2013) 2, pp. 393-418
Persistent link: https://www.econbiz.de/10009760001
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Structural change in AR(1) models
Chong, Terence Tai-Leung - In: Econometric theory 17 (2001) 1, pp. 87-155
Persistent link: https://www.econbiz.de/10001556082
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Generalized laplace inference in multiple change-points models
Casini, Alessandro; Perron, Pierre - In: Econometric theory 38 (2022) 1, pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
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Detecting for smooth structural changes in GARCH models
Chen, Bin; Hong, Yongmiao - In: Econometric theory 32 (2016) 3, pp. 740-791
Persistent link: https://www.econbiz.de/10011606827
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Structural change in nonstationary AR(1) models
Pang, Tianxiao; Chong, Terence Tai-Leung; Zhang, Danna; … - In: Econometric theory 34 (2018) 5, pp. 985-1017
Persistent link: https://www.econbiz.de/10011951449
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Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven; Breitung, Jörg - In: Econometric theory 39 (2023) 4, pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
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Unit root and cointegration testing : guest editors' introduction
Lütkepohl, Helmut; Rodrigues, Paulo M. M. - In: Econometric theory 24 (2008) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10003893874
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Unit root and cointegration testing : conference program
In: Econometric theory 24 (2008) 1, pp. 7-14
Persistent link: https://www.econbiz.de/10003893876