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type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~subject:"Einheitswurzeltest"
~subject:"USA"
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Search: subject_exact:"Change-point analysis"
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A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
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2
Unit roots, level shifts, and trend breaks in per capita output : a robust evaluation
Kejriwal, Mohitosh
;
Lopez, Claude
- In:
Econometric reviews
32
(
2013
)
8
,
pp. 892-927
Persistent link: https://www.econbiz.de/10009758610
Saved in:
3
A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series
Meligkotsidou, Loukia
;
Tzavalis, Elias
;
Vrontos, Ioannis D.
- In:
Econometric reviews
30
(
2011
)
2
,
pp. 208-249
Persistent link: https://www.econbiz.de/10008990443
Saved in:
4
Identification of changes in mean with regression trees : an application to market research
Rea, William S.
;
Reale, Marco
;
Cappelli, Carmela
; …
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 754-777
Persistent link: https://www.econbiz.de/10008668093
Saved in:
5
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
6
The behavior of Hegy tests for quarterly time series with seasonal mean shifts
Lopes, Artur C. B. da Silva
;
Montañés, Antonio
- In:
Econometric reviews
24
(
2005
)
1
,
pp. 83-108
Persistent link: https://www.econbiz.de/10002655594
Saved in:
7
Unit root tests under time-varying variances
Cavaliere, Giuseppe
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 259-292
Persistent link: https://www.econbiz.de/10002263235
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