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~subject:"Structural break"
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Structural break
Theory
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87
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60
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60
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23
structural change
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16
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Perron, Pierre
42
Yamamoto, Yohei
8
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4
Kejriwal, Mohitosh
4
Kim, Dukpa
4
Oka, Tatsushi
4
Casini, Alessandro
3
Qu, Zhongjun
2
Varneskov, Rasmus Tangsgaard
2
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2
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2
Carrion i Silvestre, Josep Lluís
1
Chang, Seong Yeon
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9
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3
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2
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2
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2
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Unit roots and structural breaks
Perron, Pierre
- In:
Econometrics : open access journal
5
(
2017
)
2
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011654429
Saved in:
2
The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre
;
Yamamoto, Yohei
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
Saved in:
3
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:
4
Let's take a brake : trends and cycles in US real GDP
Perron, Pierre
;
Wada, Tatsuma
- In:
Journal of monetary economics
56
(
2009
)
6
,
pp. 749-765
Persistent link: https://www.econbiz.de/10003893980
Saved in:
5
Estimating and testing multiple structural changes in linear models using band spectral regressions
Yamamoto, Yohei
;
Perron, Pierre
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 400-429
Persistent link: https://www.econbiz.de/10010253633
Saved in:
6
A note on estimating a structural change in persistence
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Economics letters
117
(
2012
)
3
,
pp. 932-935
Persistent link: https://www.econbiz.de/10009683385
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7
On the usefulness or lack thereof of optimality criteria for structural change tests
Perron, Pierre
;
Yamamoto, Yohei
-
2012
Persistent link: https://www.econbiz.de/10009666607
Saved in:
8
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
Saved in:
9
Testing for multiple structural changes iin cointegrated regression models
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 503-522
Persistent link: https://www.econbiz.de/10008736147
Saved in:
10
Combining long memory and level shifts in modeling and forecasting of persistent time series
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
-
2011
Persistent link: https://www.econbiz.de/10009228960
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