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Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.; Teräsvirta, Timo - In: Journal of econometrics 214 (2020) 1, pp. 198-215
Persistent link: https://www.econbiz.de/10012438318
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Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
Christensen, Bent Jesper; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 197 (2017) 2, pp. 218-244
Persistent link: https://www.econbiz.de/10011818356
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Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 231 (2022) 2, pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
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Determination of vector error correction models in high dimensions
Liang, Chong; Schienle, Melanie - In: Journal of econometrics 208 (2019) 2, pp. 418-441
Persistent link: https://www.econbiz.de/10012145046
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Modeling and testing smooth structural changes with endogenous regressors
Chen, Bin - In: Journal of econometrics 185 (2015) 1, pp. 196-215
Persistent link: https://www.econbiz.de/10011339872
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Adaptive forecasting in the presence of recent and ongoing structural change
Giraitis, Luidas; Kapetanios, George; Price, Simon - In: Journal of econometrics 177 (2013) 2, pp. 153-170
Persistent link: https://www.econbiz.de/10010254880
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Estimating structural changes in regression quantiles
Oka, Tatsushi; Qu, Zhongjun - In: Journal of econometrics 162 (2011) 2, pp. 248-267
Persistent link: https://www.econbiz.de/10009270637
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Recent developments in the econometrics of structural change
Dufour, Jean-Marie (contributor); Ghysels, Eric (contributor) - In: Journal of econometrics 70 (1996) 1
Persistent link: https://www.econbiz.de/10001192351
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Estimation and inference of change points in high-dimensional factor models
Bai, Jushan; Han, Xu; Shi, Yutang - In: Journal of econometrics 219 (2020) 1, pp. 66-100
Persistent link: https://www.econbiz.de/10012483190
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A model-free consistent test for structural change in regression possibly with endogeneity
Fu, Zhonghao; Hong, Yongmiao - In: Journal of econometrics 211 (2019) 1, pp. 206-242
Persistent link: https://www.econbiz.de/10012303616