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1
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
Saved in:
2
GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
;
Perron, …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1754-1792
Persistent link: https://www.econbiz.de/10003904443
Saved in:
3
Averaging estimators for regressions with a possible structural break
Hansen, Bruce E.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1498-1514
Persistent link: https://www.econbiz.de/10003904419
Saved in:
4
Testing for a unit root in the presence of a possible break in trend
Harris, David
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
Saved in:
5
A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS
Perron, Pierre
;
Yamamoto, Yohei
- In:
Econometric theory
30
(
2014
)
2
,
pp. 491-507
Persistent link: https://www.econbiz.de/10010399749
Saved in:
6
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
Saved in:
7
Efficient estimation of factor models
Choi, In
- In:
Econometric theory
28
(
2012
)
2
,
pp. 274-308
Persistent link: https://www.econbiz.de/10009520949
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8
Unit root tests based on adaptive maximum likelihood estimation
Shin, Dong-wan
;
So, Beong Soo
- In:
Econometric theory
15
(
1999
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001381796
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9
Semiparametric estimation of a location parameter in the binary choice model
Chen, Songnian
- In:
Econometric theory
15
(
1999
)
1
,
pp. 79-98
Persistent link: https://www.econbiz.de/10001381812
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10
Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals
So, Beong Soo
;
Shin, Dong-wan
- In:
Econometric theory
15
(
1999
)
2
,
pp. 165-176
Persistent link: https://www.econbiz.de/10001381830
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