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ECONIS (ZBW)
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1
Detecting common breaks in the means of high dimensional cross-dependent panels
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Zhao, Yuqian
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 362-383
Persistent link: https://www.econbiz.de/10013253840
Saved in:
2
A new structural break test for panels with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 137-155
Persistent link: https://www.econbiz.de/10012167253
Saved in:
3
Testing for constant correlation of filtered series under structural change
Demetrescu, Matei
;
Wied, Dominik
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 10-33
Persistent link: https://www.econbiz.de/10012166648
Saved in:
4
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
5
Testing for structural change under non-stationary variances
Xu, Ke-Li
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 274-305
Persistent link: https://www.econbiz.de/10011378499
Saved in:
6
Confidence sets for the break date based on optimal tests
Kurozumi, Eiji
;
Yamamoto, Yohei
- In:
The econometrics journal
18
(
2015
)
3
,
pp. 412-435
Persistent link: https://www.econbiz.de/10011473814
Saved in:
7
Common breaks in time trends for large panel data with a factor structure
Kim, Dukpa
- In:
The econometrics journal
17
(
2014
)
3
,
pp. 301-337
Persistent link: https://www.econbiz.de/10010498717
Saved in:
8
Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present
Guo, Zheng-feng
;
Shintani, Mototsugu
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 473-484
Persistent link: https://www.econbiz.de/10010253630
Saved in:
9
Break point estimators for a slope shift : levels versus first differences
Yang, Jingjing
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 154-169
Persistent link: https://www.econbiz.de/10009520539
Saved in:
10
Joint hypothesis specification for unit root tests with a structural bank
Carrion i Silvestre, Josep Lluís
;
Sansó, Andreu
- In:
The econometrics journal
9
(
2006
)
2
,
pp. 196-224
Persistent link: https://www.econbiz.de/10003352017
Saved in:
11
Unit root tests and structural change when the initial observation is drawn from its unconditional distribution
Liu, Hui
;
Rodriguez, Gabriel
- In:
The econometrics journal
9
(
2006
)
2
,
pp. 225-251
Persistent link: https://www.econbiz.de/10003352019
Saved in:
12
A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend
Deng, Ai
;
Perron, Pierre
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 423-447
Persistent link: https://www.econbiz.de/10003390163
Saved in:
13
Breaking the panels : an application to the GDP per capita
Carrion i Silvestre, Josep Lluís
;
Barrio-Castro, Tomás del
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 159-175
Persistent link: https://www.econbiz.de/10003018860
Saved in:
14
Least squares estimation and tests of breaks in mean and variance under misspecification
Pitarakis, Jean-Yves
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 32-54
Persistent link: https://www.econbiz.de/10002121938
Saved in:
15
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Smith, Vanessa
; …
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
Saved in:
16
On LM type tests for seasonal unit roots in quarterly data
Rodrigues, Paulo M. M.
- In:
The econometrics journal
5
(
2002
)
1
,
pp. 176-195
Persistent link: https://www.econbiz.de/10001683702
Saved in:
17
Distinguishing between trend-break models : method and empirical evidence
Hsu, Chih-chiang
;
Kuan, Chung-ming
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 171-190
Persistent link: https://www.econbiz.de/10001651344
Saved in:
18
Cointegration analysis in the presence of structural breaks in the deterministic trend
Johansen, Søren
;
Mosconi, Rocco
;
Nielsen, Bent
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 216-249
Persistent link: https://www.econbiz.de/10001546189
Saved in:
19
Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
Leybourne, Stephen James
;
Newbold, Paul
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001532194
Saved in:
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