Testing for structural change in a long-memory environment-Reference-Cited by-同舟云学术

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Testing for structural change in a long-memory environment

Published:1996-01 Issue:1 Volume:70 Page:159-174
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Hidalgo Javier,Robinson Peter M.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference23 articles.

1. Confidence intervals for the crossvariance function;Brillinger;Selecta Statistica Canadiana,1979

2. Efficient location and regression estimation for long range dependent regression models;Dahlhaus,1992

3. Tests for Hurst effect;Davies;Biometrika,1987

4. Long memory and persistence in aggregate output;Diebold;Journal of Monetary Economics,1989

5. Is consumption too smooth? Long memory and the Deaton paradox;Diebold;Review of Economics and Statistics,1991

Cited by 76 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Sieve bootstrap test for multiple change points in the mean of long memory sequence;AIMS Mathematics;2022

2. Testing for parameter instability and structural change in persistent predictive regressions;Journal of Econometrics;2021-11

3. Monitoring Mean and Variance Change-Points in Long-Memory Time Series;Journal of Systems Science and Complexity;2021-10-23

4. Bootstrap Test Mean Change Point in Long Memory Time Series;Journal of Physics: Conference Series;2021-09-01

5. LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series;Journal of Business & Economic Statistics;2021-01-12

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