42
H index
78
i10 index
23836
Citations
Boston University | 42 H index 78 i10 index 23836 Citations RESEARCH PRODUCTION: 109 Articles 182 Papers 2 Chapters EDITOR: Series edited RESEARCH ACTIVITY: 39 years (1984 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppe32 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pierre Perron. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts. (2023). Kim, Hyeongwoo ; Durmaz, Nazif ; Sun, Yanfei ; Lee, Hyejin. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-03. Full description at Econpapers || Download paper | |
2023 | Trend Breaks and the Persistence of Closed-End Fund Discounts. (2023). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-08. Full description at Econpapers || Download paper | |
2023 | British slave emancipation and the demand for Brazilian sugar. (2023). Absell, Christopher David. In: Cliometrica, Journal of Historical Economics and Econometric History. RePEc:afc:cliome:v:17:y:2023:i:1:p:125-154. Full description at Econpapers || Download paper | |
2023 | The impact of the economic policy uncertainty and geopolitical risks on tourism demand of Mexico. (2023). Eryuzlu, Hakan ; Hopolu, Serta ; Yilanci, Veli. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:147-164. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720. Full description at Econpapers || Download paper | |
2023 | Disentangling Short-Run COVID-19 Price Impact Pathways in the U.S. Corn Market. (2022). , Gao. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:322846. Full description at Econpapers || Download paper | |
2023 | Distortionary Agricultural Policies: Their Productivity, Location and Climate Variability Implications for South Africa During the 20th Century. (2023). Senay, Senait ; Pardey, Philip G ; Greyling, Jan. In: Staff Papers. RePEc:ags:umaesp:330158. Full description at Econpapers || Download paper | |
2023 | Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets. (2023). Mugrabi, Farah Daniela. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023001. Full description at Econpapers || Download paper | |
2023 | Change-Point Testing and Estimation for Risk Measures in Time Series. (2018). Pelger, Markus ; Glynn, Peter W ; Fan, Lin. In: Papers. RePEc:arx:papers:1809.02303. Full description at Econpapers || Download paper | |
2023 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper | |
2023 | New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers || Download paper | |
2023 | A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387. Full description at Econpapers || Download paper | |
2023 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper | |
2023 | Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430. Full description at Econpapers || Download paper | |
2023 | Asymptotic Theory for Moderate Deviations from the Unit Boundary in Quantile Autoregressive Time Series. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2204.02073. Full description at Econpapers || Download paper | |
2023 | Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052. Full description at Econpapers || Download paper | |
2023 | The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599. Full description at Econpapers || Download paper | |
2023 | Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2022). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2211.06707. Full description at Econpapers || Download paper | |
2023 | Unified Container Shipping Industry Data From 1966: Freight Rate, Shipping Quantity, Newbuilding, Secondhand, and Scrap Price. (2022). Otani, Suguru ; Matsuda, Takuma. In: Papers. RePEc:arx:papers:2211.16292. Full description at Econpapers || Download paper | |
2023 | Testing for Structural Change under Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.02370. Full description at Econpapers || Download paper | |
2023 | Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808. Full description at Econpapers || Download paper | |
2023 | Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates. (2023). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2302.02866. Full description at Econpapers || Download paper | |
2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper | |
2023 | Forecasting the Turkish Lira Exchange Rates through Univariate Techniques: Can the Simple Models Outperform the Sophisticated Ones?. (2023). Sarkandiz, Mostafa R. In: Papers. RePEc:arx:papers:2302.08897. Full description at Econpapers || Download paper | |
2023 | Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860. Full description at Econpapers || Download paper | |
2023 | Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880. Full description at Econpapers || Download paper | |
2023 | The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511. Full description at Econpapers || Download paper | |
2023 | Real-Time Detection of Local No-Arbitrage Violations. (2023). Zhou, BO ; Todorov, Viktor ; Andersen, Torben G. In: Papers. RePEc:arx:papers:2307.10872. Full description at Econpapers || Download paper | |
2023 | Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463. Full description at Econpapers || Download paper | |
2023 | Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151. Full description at Econpapers || Download paper | |
2023 | Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863. Full description at Econpapers || Download paper | |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
2023 | Characterizing Correlation Matrices that Admit a Clustered Factor Representation. (2023). Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2308.05895. Full description at Econpapers || Download paper | |
2023 | Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617. Full description at Econpapers || Download paper | |
2023 | Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915. Full description at Econpapers || Download paper | |
2023 | A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2023). Rotondi, Francesco ; Fontana, Claudio ; Fanelli, Viviana. In: Papers. RePEc:arx:papers:2309.00875. Full description at Econpapers || Download paper | |
2023 | Unified Inference for Dynamic Quantile Predictive Regression. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2309.14160. Full description at Econpapers || Download paper | |
2023 | Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218. Full description at Econpapers || Download paper | |
2023 | Trends in Temperature Data: Micro-foundations of Their Nature. (2023). Ramos, Andrey ; Gonzalo, Jesus ; Gadea, Maria Dolores. In: Papers. RePEc:arx:papers:2312.06379. Full description at Econpapers || Download paper | |
2023 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper | |
2023 | Announcement Effect of COVID-19 on Cryptocurrencies. (2022). , Nduka ; Nwanneka, Kodili ; Usman, Nuruddeen. In: Asian Economics Letters. RePEc:ayb:jrnael:57. Full description at Econpapers || Download paper | |
2023 | Persistence in Climate Risk Measures. (2023). Umar, Hassana Babangida ; Akpa, Emeka Okoro ; Usman, Nuruddeen. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:80. Full description at Econpapers || Download paper | |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ferreiro, Javier Ojea ; Reboredo, Juan C. In: Staff Working Papers. RePEc:bca:bocawp:23-38. Full description at Econpapers || Download paper | |
2023 | A robust model for the term structure of interest rates: some applications in Colombia. (2023). Rodriguez-Novoa, Daniela ; Cabrera-Rodriguez, Wilmar Alexander ; Sanchez-Quinto, Camilo Eduardo. In: Borradores de Economia. RePEc:bdr:borrec:1255. Full description at Econpapers || Download paper | |
2023 | ANALYSING THE ARMEY CURVE BASED ON THE FOURIER COINTEGRATION APPROACH FOR TURKEY. (2023). Kasal, Suleyman. In: Economic Annals. RePEc:beo:journl:v:68:y:2023:i:236:p:139-158. Full description at Econpapers || Download paper | |
2023 | Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: Discussion Papers. RePEc:bir:birmec:23-02. Full description at Econpapers || Download paper | |
2023 | Commodity prices and the US Dollar. (2023). Rees, Daniel. In: BIS Working Papers. RePEc:bis:biswps:1083. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387. Full description at Econpapers || Download paper | |
2023 | Heterogeneous predictive association of CO2 with global warming. (2023). Ramos, Andrey ; Gonzalo, Jesus ; Dolado, Juan J ; Chen, Liang. In: Economica. RePEc:bla:econom:v:90:y:2023:i:360:p:1397-1421. Full description at Econpapers || Download paper | |
2023 | Measuring inflation expectations in interwar Britain. (2023). Lennard, Jason ; Solomou, Solomos ; Meinecke, Finn. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:3:p:844-870. Full description at Econpapers || Download paper | |
2023 | Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers || Download paper | |
2023 | Measuring stability and structural breaks: Applications in social sciences. (2023). Loginova, Daria ; Mann, Stefan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:302-320. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Tempered functional time series. (2023). Kokoszka, Piotr ; Sabzikar, Farzad. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:3:p:280-293. Full description at Econpapers || Download paper | |
2023 | How capital intensity affects technical progress: An empirical analysis for 17 advanced economies. (2023). Vitali, Beatrice ; Travaglini, Giuseppe ; Bellocchi, Alessandro. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:606-631. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Estimating the link between trade uncertainty, pandemic uncertainty and food price stability in Togo: New evidence for an asymmetric analysis. (2023). Sodji, Kuamvi. In: Review of Development Economics. RePEc:bla:rdevec:v:27:y:2023:i:2:p:1113-1134. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | External sustainability in Spanish economy: Bubbles and crises, 1970–2020. (2023). Prats, Maria A ; Esteve, Vicente. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:60-80. Full description at Econpapers || Download paper | |
2023 | Testing the validity of purchasing power parity for China: Evidence from the Fourier quantile unit root test. (2023). Lai, Jennifer ; Liang, Xiaoyi ; Chan, Kenneth S. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:464-492. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | What drives most jumps in global crude oil prices? Fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants. (2023). Selmi, Refk ; Wohar, Mark E ; Hammoudeh, Shawkat. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:3:p:598-618. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8. Full description at Econpapers || Download paper | |
2023 | Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps99. Full description at Econpapers || Download paper | |
2023 | Reflections on Testing for Unit Roots in Heterogeneous Panels. (2023). Shin, Y ; Pesaran, M H ; Im, K S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2310. Full description at Econpapers || Download paper | |
2023 | Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach. (2023). Wang, S ; Sun, J ; McCabe, B ; Linton, O B ; Hong, Y. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2367. Full description at Econpapers || Download paper | |
2023 | Does Financial Inclusion Enhance Tax Revenue: Indian Experience. (2023). Paramjit Author-Department of Economics, Delhi Sch, ; Kumar, Surender. In: Working papers. RePEc:cde:cdewps:335. Full description at Econpapers || Download paper | |
2023 | On the trend and variability of 18th century British Transatlantic slave prices. (2023). Ghoshray, Atanu ; Easaw, Joshy. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/29. Full description at Econpapers || Download paper | |
2023 | Reflections on “Testing for Unit Roots in Heterogeneous Panelsâ€. (2023). Shin, Yongcheol ; Pesaran, Hashem M ; So, Kyung. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10228. Full description at Econpapers || Download paper | |
2023 | Measuring Persistence of the World Population: A Fractional Integration Approach. (2023). Gil-Alana, Luis ; del Rio, Marta ; Infante, Juan ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10286. Full description at Econpapers || Download paper | |
2023 | Trends and Persistence in the Greenland Ice Sheet Mass. (2023). Caporale, Guglielmo Maria ; Sauci, Laura ; Gil-Alana, Luis Alberiko. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10556. Full description at Econpapers || Download paper | |
2023 | Drivers of Fiscal Sustainability: A Time-Varying Analysis for Portugal. (2023). COELHO, JOSÉ ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10674. Full description at Econpapers || Download paper | |
2023 | Long-Run Trends and Cycles in US House Prices. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10751. Full description at Econpapers || Download paper | |
2023 | Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes. (2023). Frankel, Jeffrey. In: CID Working Papers. RePEc:cid:wpfacu:429. Full description at Econpapers || Download paper | |
2023 | Heterogeneous Predictive Association of CO2 with Global Warming. (2023). Ramos, Andrey David ; Muoz, Jesus Gonzalo ; Dolado, Juan Jose ; Chen, Liang. In: UC3M Working papers. Economics. RePEc:cte:werepe:36451. Full description at Econpapers || Download paper | |
2023 | Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix. (2023). Guinea, Laurentiu ; Ruiz, Jesus ; Perez, Rafaela. In: UC3M Working papers. Economics. RePEc:cte:werepe:36916. Full description at Econpapers || Download paper | |
2023 | Trends in temperature data: micro-foundations of their nature. (2023). Ramos, Andrey ; Gonzalo, Jesus ; Gadea, Maria Dolores. In: UC3M Working papers. Economics. RePEc:cte:werepe:39045. Full description at Econpapers || Download paper | |
2023 | Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968. Full description at Econpapers || Download paper | |
2023 | Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2364. Full description at Econpapers || Download paper | |
2023 | Variations in male height during the epidemiological transition in Italy: A cointegration approach. (2023). Rettaroli, Rosella ; Scalone, Francesco ; Tosi, Francesca. In: Demographic Research. RePEc:dem:demres:v:48:y:2023:i:7. Full description at Econpapers || Download paper | |
2023 | Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018. (2023). Konya, Laszlo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_2. Full description at Econpapers || Download paper | |
2023 | ARE SHOCKS TO ELECTRICITY CONSUMPTION PERMANENT OR TRANSITORY? EVIDENCE FROM A PANEL STATIONARITY TEST WITH GRADUAL STRUCTURAL BREAKS FOR 25 OECD COUNTRIES. (2023). Kara, Murat S ; Husein, Jamal G. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_3. Full description at Econpapers || Download paper | |
2023 | Does Environmental Degradation-Led Remittances Flow? Nexus between Environmental Degradation, Uncertainty, Financial Inclusion and Remittances Inflows in India and China. (2023). Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-2. Full description at Econpapers || Download paper | |
2023 | Do Clean Energy and Financial Innovation Induce SME Performance? Clarifying the Nexus between Financial Innovation, Technological Innovation, Clean Energy, Environmental Degradation, and SMEs Performa. (2023). Kler, Rajnish ; Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-36. Full description at Econpapers || Download paper | |
2023 | Crude Oil Price Movements between Fundamental and Uncertainty: Evidence from Frequency Causality Tests. (2023). Mounir, Amine. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-47. Full description at Econpapers || Download paper | |
2023 | Nexus between Government Debt, Globalization, FDI, Renewable Energy, and Institutional Quality in Bangladesh. (2023). Jahan, Ishrat ; Qamruzzaman, MD ; Karim, Salma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-49. Full description at Econpapers || Download paper | |
2023 | Revisiting the Nexus between Economic Policy Uncertainty, Financial Development, and FDI Inflows in Pakistan during Covid-19: Does Clean Energy Matter?. (2023). Karim, Salma ; Qamruzzaman, MD ; Serfraz, Ayesha. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-11. Full description at Econpapers || Download paper | |
2023 | Instability constraints and development traps: an empirical analysis of growth cycles and economic volatility in Latin America. (2023). Spinola, Danilo. In: Revista CEPAL. RePEc:ecr:col070:48967. Full description at Econpapers || Download paper | |
2023 | DeÂ…cit sustainability and the Fiscal Theory of the Price Level: the case of Italy, 1861-2020. (2023). Esteve, Vicente ; Daz-Roldn, Silviano Carmen ; Congregado, Emilio. In: Working Papers. RePEc:eec:wpaper:2301. Full description at Econpapers || Download paper | |
2023 | Real output, fossil fuels, clean fuels and trade dynamics: New insights from structural break models in China. (2023). Shakeel, Muhammad ; Wang, Zilong ; Nadeem, Muhammad. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923011108. Full description at Econpapers || Download paper | |
2023 | Does digital finance change the stability of money demand function? Evidence from China. (2023). Lu, Yao ; Zhan, Shuwei ; Wang, Lijun. In: Journal of Asian Economics. RePEc:eee:asieco:v:88:y:2023:i:c:s1049007823000696. Full description at Econpapers || Download paper | |
2023 | Financial reforms and capital accumulation in developing economies: New data and evidence. (2023). An, Zidong. In: China Economic Review. RePEc:eee:chieco:v:77:y:2023:i:c:s1043951x22001535. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2011 | Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 20 |
2011 | Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.(2011) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2015 | Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.(2015) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2017 | Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.(2017) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2018 | Combining long memory and level shifts in modelling and forecasting the volatility of asset returns.(2018) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
1992 | Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
2018 | Testing for Common Breaks in a Multiple Equations System In: Papers. [Full Text][Citation analysis] | paper | 15 |
2011 | Testing for Common Breaks in a Multiple Equations System.(2011) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2018 | Testing for common breaks in a multiple equations system.(2018) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2018 | Testing for common breaks in a multiple equations system.(2018) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2021 | Generalized Laplace Inference in Multiple Change-Points Models In: Papers. [Full Text][Citation analysis] | paper | 6 |
2020 | Generalized Laplace Inference in Multiple Change-Points Models.(2020) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2022 | GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS.(2022) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2021 | Continuous Record Asymptotics for Change-Points Models In: Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Continuous Record Asymptotics for Change-Point Models.(2020) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2020 | Continuous Record Laplace-based Inference about the Break Date in Structural Change Models In: Papers. [Full Text][Citation analysis] | paper | 8 |
2020 | Continuous Record Laplace-based Inference about the Break Date in Structural Change Models.(2020) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2021 | Continuous record Laplace-based inference about the break date in structural change models.(2021) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2018 | Structural Breaks in Time Series In: Papers. [Full Text][Citation analysis] | paper | 22 |
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2020 | Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
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2007 | Testing for Shifts in Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 190 | paper | |
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2008 | Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices.(2008) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
2010 | Testing for Multiple Structural Changes in Cointegrated Regression Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 173 |
2006 | Testing for Multiple Structural Changes in Cointegrated Regression Models.(2006) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 173 | paper | |
2008 | Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 173 | paper | |
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2003 | SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 54 |
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2009 | A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
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2015 | Inference on a Structural Break in Trend with Fractionally Integrated Errors.(2015) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
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2015 | Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
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2001 | LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power.(2001) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 2403 | article | |
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2007 | Estimating and Testing Structural Changes in Multivariate Regressions.(2007) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 262 | article | |
2005 | Dealing with Structural Breaks In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 67 |
2005 | A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 6 |
2006 | A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend.(2006) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2005 | Let’s Take a Break: Trends and Cycles in US Real GDP? In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 92 |
2009 | Let’s Take a Break: Trends and Cycles in US Real GDP.(2009) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 92 | paper | |
2009 | Lets take a break: Trends and cycles in US real GDP.(2009) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 92 | article | |
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2006 | Estimating Deterministic Trends with an Integrated or Stationary Noise Component.(2006) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
2007 | Estimating Deterministic Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
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2005 | A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 29 |
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2008 | A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2005 | An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 7 |
2005 | An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data.(2005) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2006 | The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 30 |
2008 | THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS.(2008) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2006 | A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 131 |
2007 | A simple modification to improve the finite sample properties of Ng and Perrons unit root tests.(2007) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | article | |
2006 | A Modified Information Criterion for Cointegration Tests based on a VAR Approximation In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 17 |
2007 | A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION.(2007) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2006 | An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility* In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 7 |
2006 | State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 10 |
2006 | Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 31 |
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2008 | DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION.(2008) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
2006 | Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time Under Both the Null and Alternative Hypotheses In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 222 |
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2006 | Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 12 |
2009 | Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope.(2009) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2006 | The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 75 |
2008 | The limit distribution of the estimates in cointegrated regression models with multiple structural changes.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | article | |
2007 | An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 34 |
2008 | On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 6 |
2001 | On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2001) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2012 | On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2012) In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2016 | On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2008 | A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 0 |
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2019 | Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model.(2019) In: Discussion paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2020 | Testing jointly for structural changes in the error variance and coefficients of a linear regression model.(2020) In: Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2008 | Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 53 |
2010 | Modeling and forecasting stock return volatility using a random level shift model.(2010) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
2008 | Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 6 |
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2010 | On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 1 |
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2011 | Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 6 |
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2013 | Estimating and testing multiple structural changes in linear models using band spectral regressions.(2013) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2011 | A time-series analysis of the 20th century climate simulations produced for the IPCC’s AR4 In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 7 |
2011 | Testing for Trend in the Presence of Autoregressive Error: A Comment In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 1 |
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2012 | Testing for Trend in the Presence of Autoregressive Error: A Comment.(2012) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2011 | Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 29 |
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2011 | A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 15 |
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2011 | Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 4 |
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2012 | Statistical evidence about human influence on the climate system In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
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2001 | Detection and attribution of climate change through econometric methods In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 8 |
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2013 | Forecasting Return Volatility: Level Shifts with Varying Jump Probability and Mean Reversion In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 27 |
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2013 | A Comparison of Alternative Methods to Construct to Confidence Intervals for the Estimate of a Break Date in Linear Regression Models In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 9 |
2015 | A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models.(2015) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2018 | A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models.(2018) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2014 | Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 16 |
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1994 | An Analysis of the Real Interest rate Under Regime Shifts..(1994) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 453 | paper | |
1991 | An analysis of Real Interest Rate Under Regime Shifts..(1991) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 453 | paper | |
1994 | An Analysis of the Real Interest rate Under Regime Shifts..(1994) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 453 | paper | |
1996 | An Analysis of the Real Interest Rate under Regime Shifts..(1996) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 453 | article | |
2002 | PPP May not Hold Afterall: A Further Investigation In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 20 |
2002 | PPP May not Hold Afterall: A Further Investigation.(2002) In: CEMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2001 | PPP May not Hold After all: A Further Investigation.(2001) In: Economics Working Paper Archive. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
1998 | AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 38 |
1996 | An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests..(1996) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
1996 | An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests..(1996) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
2005 | THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
2009 | GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES In: Econometric Theory. [Full Text][Citation analysis] | article | 232 |
2013 | WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE In: Econometric Theory. [Full Text][Citation analysis] | article | 28 |
2009 | Wald Tests for Detecting Multiple Structural Changes in Persistence.(2009) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
1989 | The Calculation of the Limiting Distribution of the Least-Squares Estimator in a Near-Integrated Model In: Econometric Theory. [Full Text][Citation analysis] | article | 20 |
1987 | The Calculation of the Limiting Distribution of the Least Squares Estimator in Near-Integrated Model..(1987) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
1991 | A Continuous Time Approximation to the Stationary First-Order Autoregressive Model In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
1991 | Test Consistency with Varying Sampling Frequency In: Econometric Theory. [Full Text][Citation analysis] | article | 41 |
1989 | TEST CONSISTENCY WITH VARYING SAMPLING FREQUENCY..(1989) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
1987 | Test Consistency with Varying Sampling Frequency..(1987) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
1984 | Testing the Random Walk Hypothesis: Power Versus Frequency of Observation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 306 |
1985 | Testing the random walk hypothesis : Power versus frequency of observation.(1985) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 306 | article | |
1985 | Testing the Random Walk Hypothesis: Power versus Frequency of Observation.(1985) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 306 | paper | |
1987 | Testing for a Unit Root in Time Series Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1518 |
1989 | The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis. In: Econometrica. [Full Text][Citation analysis] | article | 3861 |
1988 | THE GREAT CRASH, THE OIL PRICE SHOCK AND THE UNIT ROOT HYPOTHESIS..(1988) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has nother version. Agregated cites: 3861 | paper | |
1991 | A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case without an Intercept. In: Econometrica. [Full Text][Citation analysis] | article | 28 |
1988 | A CONTINUOUS TIME APPROXIMATION TO THE UNSTABLE FIRST- ORDER AUTOREGRESSIVE PROCESS: THE CASE WITHOUT AN INTERCEPT..(1988) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
1993 | Erratum [The Great Crash, the Oil Price Shock and the Unit Root Hypothesis]. In: Econometrica. [Full Text][Citation analysis] | article | 48 |
1998 | Estimating and Testing Linear Models with Multiple Structural Changes In: Econometrica. [Citation analysis] | article | 3200 |
1995 | Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3200 | paper | |
1995 | Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 3200 | paper | |
2001 | Asymptotic approximations in the near-integrated model with a non-zero initial condition In: Econometrics Journal. [Citation analysis] | article | 2 |
1998 | Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition.(1998) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2003 | Critical values for multiple structural change tests In: Econometrics Journal. [Full Text][Citation analysis] | article | 369 |
1988 | Trends and random walks in macroeconomic time series : Further evidence from a new approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 409 |
1986 | Trends and Random Walks in Macroeconomic Time Series: Further Evidence From a New Approach.(1986) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 409 | paper | |
2012 | A note on estimating a structural change in persistence In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
1987 | Does GNP have a unit root? : A re-evaluation In: Economics Letters. [Full Text][Citation analysis] | article | 48 |
1986 | Does Gnp Have a Unit Root? a Reevaluation.(1986) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2000 | A look at the quality of the approximation of the functional central limit theorem In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2003 | GLS detrending, efficient unit root tests and structural change In: Journal of Econometrics. [Full Text][Citation analysis] | article | 107 |
1998 | GLS Detrending, Efficient Unit Root Tests and Structural Change.(1998) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | paper | |
2005 | Structural breaks with deterministic and stochastic trends In: Journal of Econometrics. [Full Text][Citation analysis] | article | 111 |
2006 | Estimating restricted structural change models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 56 |
2014 | Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations In: Journal of Econometrics. [Full Text][Citation analysis] | article | 34 |
1993 | The effect of seasonal adjustment filters on tests for a unit root In: Journal of Econometrics. [Full Text][Citation analysis] | article | 96 |
1990 | THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TESTS FOR A UNIT ROOT..(1990) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
1990 | The Effect of Seasonal Adjustment Filters on Test for Unit Root..(1990) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
1990 | THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TEST FOR UNIT ROOT..(1990) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
1994 | Local asymptotic distribution related to the AR(1) model with dependent errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
1991 | Local Asymtotic Distributions Related to the AR(1) MOdel with Dependent Errors..(1991) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
1996 | The effect of linear filters on dynamic time series with structural change In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
1994 | The Effect of Linear Filters on Dynamic Time series with Structural Change..(1994) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
1994 | The Effect of Linear Filters on Dynamic Time series with Structural Change..(1994) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
1996 | The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
1994 | The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors..(1994) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
1994 | The Adequacy of Asymptotic Approximations in the Near- Integrated Autoregressive Model with Dependent Errors..(1994) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
1997 | Estimation and inference in nearly unbalanced nearly cointegrated systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 44 |
1995 | Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
1995 | Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
1997 | Further evidence on breaking trend functions in macroeconomic variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1089 |
1990 | FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES..(1990) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has nother version. Agregated cites: 1089 | paper | |
1994 | Further Evidence on Breaking Trend Functions in Macroeconomic Variables..(1994) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1089 | paper | |
1994 | Further Evidence on Breaking Trend Functions in Macroeconomic Variables..(1994) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 1089 | paper | |
2004 | Tests of return predictability: an analysis of their properties based on a continuous time asymptotic framework In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
1988 | TESTING FOR A RANDOM WALK: A SIMULATION EXPERIMENT OF POWER WHEN THE SIMPLING INTERVAL IS VARIED. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 8 |
1990 | THE ADEQUACY OF LIMITING DISTRIBUTIONS IN THE AR(1) MODEL WITH DEPENDENT ERRORS. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 0 |
1990 | THE LIMITING DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN NEARLY INTEGRATED SEASONAL MODELS. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 1 |
1991 | Pitfalls and Opportunities: What Macroeconomics should know about unit roots. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 1096 |
1991 | Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1096 | paper | |
1991 | Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1096 | chapter | |
1991 | Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1096 | paper | |
1991 | A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 9 |
2017 | Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses In: Econometrics. [Full Text][Citation analysis] | article | 7 |
2017 | Unit Roots and Structural Breaks In: Econometrics. [Full Text][Citation analysis] | article | 4 |
2019 | Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model In: Econometrics. [Full Text][Citation analysis] | article | 3 |
2019 | Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | Temporal Aggregation and Long Memory for Asset Price Volatility In: JRFM. [Full Text][Citation analysis] | article | 1 |
1998 | Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time. In: International Economic Review. [Citation analysis] | article | 309 |
1994 | Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time..(1994) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 309 | paper | |
1994 | Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time..(1994) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 309 | paper | |
1999 | Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 60 |
2003 | Computation and analysis of multiple structural change models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2734 |
1998 | Computation and Analysis of Multiple Structural-Change Models.(1998) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2734 | paper | |
1995 | Estimating & Testing Linear Models with Multiple Structural Changes In: Working papers. [Citation analysis] | paper | 10 |
1985 | Methodology in Economics: the Logic of Appraisal In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
1986 | Tests of Joint Hypotheses for Time Series Regression with a Unit Root In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 2 |
1987 | The Great Crash, the Oil Prices and the Unit Root Hypothesis. In: Cahiers de recherche. [Citation analysis] | paper | 17 |
1994 | Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 1 |
1994 | Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors..(1994) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1994 | Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 116 |
1994 | Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag..(1994) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
1994 | Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 385 |
1994 | Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties..(1994) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 385 | paper | |
1996 | Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties.(1996) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 385 | article | |
1998 | The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
1994 | Trend, Unit Root and Structural Change in Macroeconomic Time Series In: Palgrave Macmillan Books. [Citation analysis] | chapter | 105 |
2012 | GLS para eliminar los componentes determinÃÂsticos, estadÃÂsticos de raÃÂz unitaria eficientes y cambio estructural In: Revista EconomÃa. [Full Text][Citation analysis] | article | 1 |
2019 | Saltos, tendencias y la atribución del cambio climático: un análisis de series de tiempo In: Revista EconomÃa. [Full Text][Citation analysis] | article | 0 |
2012 | Residual test for cointegration with GLS detrended data In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | A Time-Series Analysis of the 20th Century Climate Simulations Produced for the IPCC’s Fourth Assessment Report In: PLOS ONE. [Full Text][Citation analysis] | article | 4 |
1995 | Unit roots in the presence of abrupt governmental interventions with an application to Brazilian to Brazilian data In: Textos para discussão. [Full Text][Citation analysis] | paper | 2 |
2020 | Lestimation de modèles avec changements structurels multiples In: L'Actualité Economique. [Full Text][Citation analysis] | article | 6 |
1997 | L’estimation de modèles avec changements structurels multiples.(1997) In: L'Actualité Economique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
1992 | Racines unitaires en macroéconomie : le cas d’une variable In: L'Actualité Economique. [Full Text][Citation analysis] | article | 3 |
1993 | A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 8 |
2005 | Trend and Cycles: A New Approach and Explanations of Some Old Puzzles In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 8 |
1993 | The HUMP-Shaped Behavior of Macroeconomic Fluctuations. In: Empirical Economics. [Citation analysis] | article | 10 |
1993 | A Note on Johansens Cointegration Procedure When Trends Are Present. In: Empirical Economics. [Citation analysis] | article | 37 |
2023 | Forecasting in the presence of in-sample and out-of-sample breaks In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2017 | Modelling exchange rate volatility with random level shifts In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
2003 | Comment on Statistical Adequacy and the Testing of Trend Versus Difference Stationarity by Andreou and Spanos (Number 1) In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
2011 | Royal Economic Society Annual Conference 2009 Special Issue on Factor Models: Theoretical and Applied Perspectives In: Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
2013 | A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices In: Econometrics Journal. [Full Text][Citation analysis] | article | 25 |
2016 | Residuals?based tests for cointegration with generalized least?squares detrended data In: Econometrics Journal. [Full Text][Citation analysis] | article | 5 |
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