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~subject:"Structural break"
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Structural break
Theorie
169
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168
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143
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143
Unit root test
108
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102
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46
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36
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35
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34
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31
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31
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15
Statistical theory
14
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wild bootstrap
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Taylor, Robert
25
Leybourne, Stephen James
14
Harvey, David I.
9
Iacone, Fabrizio
6
Busetti, Fabio
4
Harris, David
4
Nielsen, Morten Ørregaard
3
Cavaliere, Giuseppe
2
Kew, Hsein
2
Astill, S.
1
Cavaliere, Guiseppe
1
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Journal of econometrics
7
Econometric theory
5
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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1
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1
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1
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1
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1
Testing against stochastic trend and seasonality in the presence ofunattended breaks and unit roots
Busetti, Fabio
-
2003
Persistent link: https://www.econbiz.de/10013439314
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2
Variance shifts, structural breaks, and stationarity tests
Busetti, Fabio
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 510-531
Persistent link: https://www.econbiz.de/10001807005
Saved in:
3
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Taylor, Robert
;
Busetti, Fabio
-
2002
Persistent link: https://www.econbiz.de/10001663131
Saved in:
4
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
Saved in:
5
Testing the null of co-integration in the presence of variance breaks
Cavaliere, Guiseppe
;
Taylor, Robert
-
2005
Persistent link: https://www.econbiz.de/10002929019
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
7
Testing for a unit root in the presence of a possible break in trend
Harris, David
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
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8
Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
Saved in:
9
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
10
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 265-284
Persistent link: https://www.econbiz.de/10010255186
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