.  Based on the recent developments of impulse saturation applied to marginal models under the null that no impulses matter, we …

conditional on the block of dummies retained from the marginal is independent of nominal size used for impulse saturation used in …

Monte Carlo evidence is provided as to the efficiency of the impulse saturation estimator in a location-scale model …

A two-stage procedure based on impulse saturation is suggested to distinguish mean and variance shifts. The resulting … discriminate mean and variance shifts identified through the impulse saturation break test. …