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On tests for changes in persistence

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References

1988Testing for a Unit Root in Time Series Regression19,288 cited
1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
2004Tests of stationarity against a change in persistence248 cited
2000Detection of change in persistence of a linear time series225 cited
2002Corrigendum to “Detection of change in persistence of a linear time series” [J. Econom. 95 (2000) 97–116]65 cited
2001WITHDRAWN: Corrigendum to “Detection of change in persistence of a linear time series”: [J. Econom. 95 (2000) 97–116]52 cited

Cited by

2005Detection of Structural Change in the Long‐run Persistence in a Univariate Time Series*23 cited
2022Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-1921 cited
2010Monitoring change in persistence in linear time series18 cited
2005Fluctuation Tests for a Change in Persistence*18 cited
2006Persistence change tests and shifting stable autoregressions17 cited
2007Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations

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12 cited

2017Changes in persistence, spurious regressions and the Fisher hypothesis10 cited

2007Subsampling change-point detection in persistence with heavy-tailed innovations6 cited