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A modified test against spurious long memory
Kruse, Robinson - In: Economics letters 135 (2015), pp. 34-38
Persistent link: https://www.econbiz.de/10011434828
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The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
Neto, David - In: Economics letters 125 (2014) 2, pp. 208-211
Persistent link: https://www.econbiz.de/10010505390
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A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju; Shin, Dong-wan - In: Economics letters 121 (2013) 3, pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
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Testing the Prebish-Singer hypothesis using second-generation panel data stationarity tests with a break
Arezki, Rabah; Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao - In: Economics letters 117 (2012) 3, pp. 814-816
Persistent link: https://www.econbiz.de/10009682663
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A self-normalization test for correlation change
Choi, Ji-Eun; Shin, Dong-wan - In: Economics letters 193 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
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Power monotonicity in detecting volatility levels change
Xu, Ke-li - In: Economics letters 121 (2013) 1, pp. 64-69
Persistent link: https://www.econbiz.de/10010187087
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A test for changing trends with monotonic power
Wu, Jilin - In: Economics letters 141 (2016), pp. 15-19
Persistent link: https://www.econbiz.de/10011616049
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Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis
Yang, Lixiong; Lee, Chingnun; Su, Jen-je - In: Economics letters 159 (2017), pp. 128-133
Persistent link: https://www.econbiz.de/10011903459
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A simple test on structural change in long-memory time series
Wenger, Kai; Leschinski, Christian; Sibbertsen, Philipp - In: Economics letters 163 (2018), pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
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A modified Wilcoxon test for change points in long-range dependent time series
Wenger, Kai Rouven; Less, Vivien - In: Economics letters 192 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012508757