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Testing for Shifts in Trend with an Integrated or Stationary Noise Component
16 references·2 citing·34 second hop
Testing for Shifts in Trend with an Integrated or Stationary Noise Component (2018)Testing for Shifts in Trend with an Integ…Let's take a break: Trends and cycles in US real GDP (2009)Let's take a break: Trends an…Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (2008)Unit root tests allowing for …Dealing with Structural Breaks (2005)Dealing with Structural BreaksStructural breaks with deterministic and stochastic trends (2004)Structural breaks with determ…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Trend Function Hypothesis Testing in the Presence of Serial Correlation (1998)Trend Function Hypothesis Tes…Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time (1998)Additional Tests for a Unit R…Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series (1997)Wald-Type Tests for Detecting…Multiple Trend Breaks and the Unit-Root Hypothesis (1997)Multiple Trend Breaks and the…The great wars, the great crash, and steady state growth: Some new evidence about an old stylized fact (1995)The great wars, the great cra…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…The Prewar Business Cycle Reconsidered: New Estimates of Gross National Product, 1869-1908 (1989)The Prewar Business Cycle Rec…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…On Detecting Changes in the Mean of Normal Variates (1969)On Detecting Changes in the M…Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (2009)Testing for coefficient stabi…An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data (2005)An Alternative Trend-Cycle De…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Modelling Nonlinear Economic Time Series (2010)Structural breaks in time series (2012)The impact of economic growth on CO2 emissions in Azerbaijan (2018)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis (2017)The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach (2018)Public-private partnerships investment in energy as new determinant of CO2 emissions: The role of technological innovations in China (2020)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Trends and random walks in macroeconomic time series (1988)Testing for a Unit Root in a Time Series With a Changing Mean (1990)Investigating the Behavior of Idiosyncratic Volatility* (2003)Testing for Shifts in Trend With an Integrated or Stationary Noise Component (2009)The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes? (2009)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Minimum LM Unit Root Test with One Structural Break (2004)GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (2009)A new unit root test with two structural breaks in level and slope at unknown time (2010)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)What have We Learnt from the Convergence Debate? (2003)
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References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1997Multiple Trend Breaks and the Unit-Root Hypothesis1,504 cited
  • 2005Dealing with Structural Breaks701 cited
  • 1998Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time656 cited
  • 2008Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses377 cited
  • 1998Trend Function Hypothesis Testing in the Presence of Serial Correlation302 cited
  • 1989The Prewar Business Cycle Reconsidered: New Estimates of Gross National Product, 1869-1908279 cited
  • 2004Structural breaks with deterministic and stochastic trends225 cited
  • 1969On Detecting Changes in the Mean of Normal Variates224 cited
  • 1997Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series215 cited

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1995
The great wars, the great crash, and steady state growth: Some new evidence about an old stylized fact
198 cited
  • 2009Let's take a break: Trends and cycles in US real GDP184 cited
  • Cited by

    • 2009Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process13 cited
    • 2005An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data10 cited