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On multiple structural breaks in distribution : an empirical characteristic function approach
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Econometric theory
39
(
2023
)
3
,
pp. 534-581
Persistent link: https://www.econbiz.de/10014306649
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2
Generalized laplace inference in multiple change-points models
Casini, Alessandro
;
Perron, Pierre
- In:
Econometric theory
38
(
2022
)
1
,
pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
Saved in:
3
Structural change in nonstationary AR(1) models
Pang, Tianxiao
;
Chong, Terence Tai-Leung
;
Zhang, Danna
; …
- In:
Econometric theory
34
(
2018
)
5
,
pp. 985-1017
Persistent link: https://www.econbiz.de/10011951449
Saved in:
4
Detecting for smooth structural changes in GARCH models
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
32
(
2016
)
3
,
pp. 740-791
Persistent link: https://www.econbiz.de/10011606827
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5
GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
;
Perron, …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1754-1792
Persistent link: https://www.econbiz.de/10003904443
Saved in:
6
Robust estimation of structural break points
Fiteni, Immaculada
- In:
Econometric theory
18
(
2002
)
2
,
pp. 349-386
Persistent link: https://www.econbiz.de/10001661299
Saved in:
7
Structural change in AR(1) models
Chong, Terence Tai-Leung
- In:
Econometric theory
17
(
2001
)
1
,
pp. 87-155
Persistent link: https://www.econbiz.de/10001556082
Saved in:
8
Behavior of Dickey-Fuller t-tests when there is a break under the alternative hypothesis
Leybourne, Stephen James
;
Newbold, Paul
- In:
Econometric theory
16
(
2000
)
5
,
pp. 779-789
Persistent link: https://www.econbiz.de/10001533177
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