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A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
Kejriwal, Mohitosh; Perron, Pierre - 2009
Persistent link: https://www.econbiz.de/10003819886
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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
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Asymptotic inference for common factor models in the presence of jumps
Yamamoto, Yohei - 2015
Persistent link: https://www.econbiz.de/10011349981
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A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei - 2014
Persistent link: https://www.econbiz.de/10010429183
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Bootstrap inference for impulse response functions in factor-augmented vector autoregressions
Yamamoto, Yohei - 2012
Persistent link: https://www.econbiz.de/10009656885
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A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei - In: Econometric reviews 37 (2018) 6/10, pp. 974-999
Persistent link: https://www.econbiz.de/10012040525
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Confidence sets for the break date based on optimal tests
Kurozumi, Eiji; Yamamoto, Yohei - 2015
Persistent link: https://www.econbiz.de/10011349992
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Testing for speculative bubbles in lLarge-dimensional financial panel data sets
Horie, Tetsushi; Yamamoto, Yohei - 2016
Persistent link: https://www.econbiz.de/10011549886
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Testing for factor loading structural change under common breaks
Yamamoto, Yohei; Tanaka, Shinya - In: Journal of econometrics 189 (2015) 1, pp. 187-206
Persistent link: https://www.econbiz.de/10011502515
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Confidence sets for the break date based on optimal tests
Kurozumi, Eiji; Yamamoto, Yohei - In: The econometrics journal 18 (2015) 3, pp. 412-435
Persistent link: https://www.econbiz.de/10011473814