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On the behavior of fixed-b trend break tests under fractional integration
Iacone, Fabrizio; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 29 (2013) 2, pp. 393-418
Persistent link: https://www.econbiz.de/10009760001
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A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS
Perron, Pierre; Yamamoto, Yohei - In: Econometric theory 30 (2014) 2, pp. 491-507
Persistent link: https://www.econbiz.de/10010399749
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A proof of the power of Kim's test against stationary processes with structural breaks
Belaire-Franch, Jorge - In: Econometric theory 21 (2005) 6, pp. 1172-1176
Persistent link: https://www.econbiz.de/10003193588
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Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - In: Econometric theory 26 (2010) 4, pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
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A portmanteau test for serially correlated errors in fixed effects models
Inoue, Atsushi; Solon, Gary - In: Econometric theory 22 (2006) 5, pp. 835-851
Persistent link: https://www.econbiz.de/10003379100
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Stationarity tests under time-varying second moments
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric theory 21 (2005) 6, pp. 1112-1129
Persistent link: https://www.econbiz.de/10003193565
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Relative error accurate statistic based on nonparametric likelihood
Camponovo, Lorenzo; Matsushita, Yukitoshi; Otsu, Taisuke - In: Econometric theory 37 (2021) 6, pp. 1214-1237
Persistent link: https://www.econbiz.de/10012704810
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A portmanteau test for correlation in short panels
Jochmans, Koen - In: Econometric theory 36 (2020) 6, pp. 1159-1166
Persistent link: https://www.econbiz.de/10012404094
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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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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