Narrow search
Showing 1 - 4 of 4
Cover Image
Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton - In: Journal of time series econometrics 6 (2014) 1, pp. 33-61
Persistent link: https://www.econbiz.de/10010225253
Cover Image
On trend breaks and initial condition in unit root testing
Skrobotov, Anton - In: Journal of time series econometrics 10 (2018) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011817686
Cover Image
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji - In: Journal of time series econometrics 7 (2015) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
Cover Image
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu; Kurozumi, Eiji - In: Journal of time series econometrics 15 (2023) 2, pp. 111-149
Persistent link: https://www.econbiz.de/10014465604