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Sequential monitoring for changes from stationarity to mild non-stationarity

Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Wang, Shixuan - In: Journal of econometrics 215 (2020) 1, pp. 209-238

Persistent link: https://www.econbiz.de/10012439449

Testing for stationarity at high frequency

Jiang, Bibo; Lu, Ye; Park, Joon Y. - In: Journal of econometrics 215 (2020) 2, pp. 341-374

Persistent link: https://www.econbiz.de/10012439463

On the "utilisation controversy" : a comment

Gahn, Santiago José; González, Alejandro - In: Cambridge journal of economics 44 (2020) 3, pp. 703-707

Persistent link: https://www.econbiz.de/10012224179

On the "utilisation controversy" : a rejoinder and some comments

Nikiforos, Michalis - In: Cambridge journal of economics 44 (2020) 3, pp. 709-722

Persistent link: https://www.econbiz.de/10012224186

Non-stationary additive utility and time consistency

Drouhin, Nicolas - In: Journal of mathematical economics 86 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012660639

Non-monotone derivative-free algorithm for solving optimization models with linear constraints : extensions for solving nonlinearly constrained models via exact penalty methods

García-Palomares, Ubaldo M. - In: Top : an official journal of the Spanish Society of … 28 (2020) 3, pp. 599-625

Persistent link: https://www.econbiz.de/10012305541

Population size and the size of government

Krieger, Tim; Meierrieks, Daniel - In: European journal of political economy 61 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012311862

Stationarity and ergodicity of vector STAR models

Kheifets, Igor L.; Saikkonen, Pentti J. - In: Econometric reviews 39 (2020) 4, pp. 407-414

Persistent link: https://www.econbiz.de/10012181431

On the stationarity of current account deficits in the European Union

Holmes, Mark J.; Panagiotidis, Theodore; Otero, Jesus - 2009

In this paper, we test for the stationarity of EU current account deficits. Our testing strategy addresses two key … (2000) test. While there is only mixed evidence that current account stationarity applies when examining individual …

Persistent link: https://www.econbiz.de/10008502484

A joint chow test for structural instability

Nielsen, Bent; Whitby, Andrew - In: Econometrics 3 (2015) 1, pp. 156-186

The classical Chow test for structural instability requires strictly exogenous regressors and a break-point specified in advance. In this paper, we consider two generalisations, the one-step recursive Chow test (based on the sequence of studentised recursive residuals) and its supremum...

Persistent link: https://www.econbiz.de/10011755275

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