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Testing for unit-roots with breaks : evidence on the great crash and the unit-root hypothesis reconsidered
Nunes, Luis C.; Newbold, Paul; Kuan, Chung-ming - 1994
Persistent link: https://www.econbiz.de/10000891463
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The moving-estimates test for parameter stability
Chu, Chia-shang James; Hornik, Kurt; Kuan, Chung-ming - 1994 - 2. rev
Persistent link: https://www.econbiz.de/10000891690
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Cointegration tests in the presence of structural breaks
Campos, Julia; Ericsson, Neil R.; Hendry, David F. - 1993
Persistent link: https://www.econbiz.de/10000854458
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Testing for structural breaks in cointegrated relationships
Gregory, Allan W.; Nason, James Michael - 1991
Persistent link: https://www.econbiz.de/10000829964
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Bayesian tests for single equation cointegration in the case of structural breaks
Lubrano, Michel - 1992
Persistent link: https://www.econbiz.de/10000841556
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Further evidence on breaking trend functions in macroeconomic variables
Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000803464
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Searching for a break in GNP
Christiano, Lawrence J. - 1988
Persistent link: https://www.econbiz.de/10000758350
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The moving-estimates test for parameter stability
Chu, Chia-shang James; Hornik, Kurt; Kuan, Chung-ming - 1993 - Rev
Persistent link: https://www.econbiz.de/10000880879
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Modelling UK trade : an exercise in sequential structural break procedures
Banerjee, Anindya; Urga, Giovanni - 1995
Persistent link: https://www.econbiz.de/10000561651
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Sequential methods for detecting structural breaks in co-integrated systems
Banerjee, Anindya; Urga, Giovanni - 1996
Persistent link: https://www.econbiz.de/10000618445