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Cited by

• 2015Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun155 cited
• 2009Testing for a break in persistence under long‐range dependencies74 cited
• 2012Testing for persistence change in fractionally integrated models: An application to world inflation rates49 cited
• 2008Testing for a change in persistence in the presence of non-stationary volatility42 cited
• 2008Changes in the order of integration of US and UK inflation36 cited
• 2009Detecting changes from short to long memory35 cited
• 2009Ratio test for variance change point in linear process with long memory29 cited
• 2004On tests for changes in persistence26 cited
• 2012Bootstrap testing multiple changes in persistence for a heavy-tailed sequence25 cited
• 2005Detection of Structural Change in the Long‐run Persistence in a Univariate Time Series*23 cited
• 2013A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China22 cited
• 2011Monetary policy implementation and overnight rate persistence21 cited
• 2014Inflation persistence in central and eastern European countries18 cited
• 2005Fluctuation Tests for a Change in Persistence*