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A new unit root test with two structural breaks in level and slope at unknown time

Narayan, Paresh Kumar; Popp, Stephan - 2009

Persistent link: https://www.econbiz.de/10003959068

Testing for structural breaks in small samples

Antoshin, Sergei; Berg, Andrew; Souto, Marcos - 2008

Persistent link: https://www.econbiz.de/10003701246

Finite sample multivariante structural change tests with application to energy demand models

Bernard, Jean-Thomas; Idoudi, Nadhem; Khalaf, Lynda; … - In: Journal of econometrics 141 (2007) 2, pp. 1219-1244

Persistent link: https://www.econbiz.de/10003571448

A multiple break panel approach to estimating United States Phillips curves

Russell, Bill; Banerjee, Anindya; Malki, Issam; … - 2011

Persistent link: https://www.econbiz.de/10009153911

Testing for multiple structural changes with non-homogeneous regressors

Kurozumi, Eiji - 2012

Persistent link: https://www.econbiz.de/10009532158

Model selection criteria in multivariate models with multiple structural changes

Kurozumi, Eiji; Tuvaandorj, Purevdorj - In: Journal of econometrics 164 (2011) 2, pp. 218-238

Persistent link: https://www.econbiz.de/10009301938

International evidence on time-variation in trend labor productivity growth

Wegmüller, Philipp - 2016 - This version: February 2, 2016

This paper provides international evidence on time-variation in trend productivity growth, based on the dataset for hours worked constructed by Ohanian & Raffo (2012). Applying both the endogenous break tests of Bai & Perron (1998, 2003) and the Stock & Watson (1996, 1998) TVP-MUB methodology,...

Persistent link: https://www.econbiz.de/10011419488

Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks

Nonejad, Nima - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 561-584

Persistent link: https://www.econbiz.de/10011431022

True versus spurious long memory : some theoretical results and a Monte Carlo comparison

Leccadito, Arturo; Rachedi, Omar; Urga, Giovanni - In: Econometric reviews 34 (2015) 1/5, pp. 452-479

Persistent link: https://www.econbiz.de/10011373268

Likelihood-ratio-based confidence sets for the timing of structural breaks

Eo, Yunjong; Morley, James C. - In: Quantitative economics : QE ; journal of the … 6 (2015) 2, pp. 463-497

Persistent link: https://www.econbiz.de/10011343742