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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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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
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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
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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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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
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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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Nonlinear panel data models with distribution-free correlated random effects
Hsu, Yu-Chin; Shiu, Ji-Liang - In: Econometric theory 37 (2021) 6, pp. 1075-1099
Persistent link: https://www.econbiz.de/10012704805
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A portmanteau test for correlation in short panels
Jochmans, Koen - In: Econometric theory 36 (2020) 6, pp. 1159-1166
Persistent link: https://www.econbiz.de/10012404094
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On rank estimation in symmetric matrices : the case of indefinite matrix estimators
Donald, Stephen G.; Fortuna, Natércia; Pipiras, Vladas - In: Econometric theory 23 (2007) 6, pp. 1217-1232
Persistent link: https://www.econbiz.de/10003591865
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Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.; Kim, Chang Sik - In: Econometric theory 23 (2007) 6, pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877