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Break Date Estimation for Models with Deterministic Structural Change
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Break Date Estimation for Models with Deterministic Structural Change (2013)Break Date Estimation for Models with Det…TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-BANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (2011)TESTING FOR A SHIFT IN TREND …Robust methods for detecting multiple level breaks in autocorrelated time series (2010)Robust methods for detecting …Testing for Shifts in Trend With an Integrated or Stationary Noise Component (2009)Testing for Shifts in Trend W…TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (2009)TESTING FOR A UNIT ROOT IN TH…SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (2009)SIMPLE, ROBUST, AND POWERFUL …GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (2009)GLS-BASED UNIT ROOT TESTS WIT…Implications of Dynamic Factor Models for VAR Analysis (2005)Implications of Dynamic Facto…Structural breaks with deterministic and stochastic trends (2004)Structural breaks with determ…A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series (1999)A Comparison of Linear and No…Testing for a Shift in Mean Without Having to Estimate Serial-Correlation Parameters (1998)Testing for a Shift in Mean W…Evidence on Structural Instability in Macroeconomic Time Series Relations (1996)Evidence on Structural Instab…LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)LEAST SQUARES ESTIMATION OF A…Evidence on Structural Instability in Macroeconomic Time Series Relations (1994)Evidence on Structural Instab…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Inference About the Change-Point in a Sequence of Random Variables (1970)Estimation of a Change Point in Multiple Regression Models (1997)The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity (2001)Do Police Reduce Crime? 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References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2005Implications of Dynamic Factor Models for VAR Analysis870 cited
  • 1994Evidence on Structural Instability in Macroeconomic Time Series Relations600 cited
  • 1994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES494 cited
  • 2009GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES475 cited
  • 1999A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series446 cited
  • 2009Testing for Shifts in Trend With an Integrated or Stationary Noise Component271 cited
  • 2004Structural breaks with deterministic and stochastic trends225 cited
  • 1996Evidence on Structural Instability in Macroeconomic Time Series Relations178 cited
  • 2009SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS105 cited
  • 2009TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND79 cited
  • 1998Testing for a Shift in Mean Without Having to Estimate Serial-Correlation Parameters44 cited
  • 2010Robust methods for detecting multiple level breaks in autocorrelated time series36 cited
  • 2011TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-BANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS

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