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Wied, Dominik; Arnold, Matthias - 2009

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Local Structural Trend Break in Stationarity Testing

Skrobotov, Anton - 2013

In a recently publicized study, Harvey et al. (2012) investigated procedures for unit root testing employing break detection methods under local break in trend. We apply this methodology to analyze asymptotic and nite sample behavior of procedures under local break to test the stationarity null...

Persistent link: https://www.econbiz.de/10013072780

Stationarity of Asian real exchange rates : an empirical application of multiple testing to nonstationary panels with a structural break

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A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks

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A modified Wilcoxon test for change points in long-range dependent time series

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A parametric stationarity test with smooth breaks

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Copula based multivariate semi-Markov models with applications in high-frequency finance

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Income convergence in African countries : evidence from a stationary test with multiple structural breaks

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Is income converging in China? : a flexible Fourier stationary test

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Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks

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Persistent link: https://www.econbiz.de/10010460119