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The strength of evidence for unit autoregressive roots and structural breaks : a Bayesian perspective
Marriott, John Arthur Ransome; Newbold, Paul - In: Journal of econometrics 98 (2000) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001497668
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Likelihood ratio tests for multiple structural changes
Bai, Jushan - In: Journal of econometrics 91 (1999) 2, pp. 299-323
Persistent link: https://www.econbiz.de/10001382092
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Tests of cointegrating rank with a trend-break
Inoue, Atsushi - In: Journal of econometrics 90 (1999) 2, pp. 215-237
Persistent link: https://www.econbiz.de/10001382112
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Long memory and regime switching
Diebold, Francis X.; Inoue, Atsushi - In: Journal of econometrics 105 (2001) 1, pp. 131-159
Persistent link: https://www.econbiz.de/10001617152
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A nonlinear autoregressive conditional duration model with applications to financial transaction
Zhang, Michael Yuanjie; Russel, Jeffrey R.; Tsay, Ruey S. - In: Journal of econometrics 104 (2001) 1, pp. 179-207
Persistent link: https://www.econbiz.de/10001589535
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Misspecified structural change, threshold, and Markov-switching models
Carrasco, Marine - In: Journal of econometrics 109 (2002) 2, pp. 239-273
Persistent link: https://www.econbiz.de/10001689014
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Unit root tests with a break in innovation variance
Kim, Tae-hwan; Leybourne, Stephen James; Newbold, Paul - In: Journal of econometrics 109 (2002) 2, pp. 365-387
Persistent link: https://www.econbiz.de/10001689187
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Testing for stationarity with a break
Kurozumi, Eiji - In: Journal of econometrics 108 (2002) 1, pp. 63-99
Persistent link: https://www.econbiz.de/10001656581
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Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Busetti, Fabio; Taylor, Robert - In: Journal of econometrics 117 (2003) 1, pp. 21-53
Persistent link: https://www.econbiz.de/10001787600
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The power of tests of predictive ability in the presence of structural breaks
Clark, Todd E.; McCracken, Michael W. - In: Journal of econometrics 124 (2005) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10002439348