Estimating multiple breaks in mean sequentially with fractionally integrated errors
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-019-01104-z.pdf
Reference44 articles.
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3. Bai J, Perron P (1998) Estimating and testing linear models with multiple structural changes. Econometrica 66(1):47–78
4. Bai J, Perron P (2003) Computation and analysis of multiple dtructural change models. J Appl Econom 18(1):1–22
5. Betken A (2016) Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test. J Time Ser Anal 37:785–809
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1. Estimating a common break point in means for long‐range dependent panel data;Journal of Time Series Analysis;2024-07-19
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