Wald Tests For Detecting Multiple Structural Changes In Persistence
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- Mohitosh Kejriwal & Pierre Perron & Jing Zhou, 2009. "Wald Tests for Detecting Multiple Structural Changes in Persistence," Purdue University Economics Working Papers 1223, Purdue University, Department of Economics.
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- Pang, Tianxiao & Tai-Leung Chong, Terence & Zhang, Danna & Liang, Yanling, 2018.
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- Cheng, Ka Ming, 2022. "Doubts on natural rate of unemployment: Evidence and policy implications," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 230-239.
- Mohitosh Kejriwal, 2020.
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- Mohitosh Kejriwal, 2017. "A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence," Purdue University Economics Working Papers 1303, Purdue University, Department of Economics.
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- Mohitosh Kejriwal & Xuewen Yu & Pierre Perron, 2020.
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- Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2017. "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers 201740, University of Pretoria, Department of Economics.
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- Noriega Antonio E. & Ramos Francia Manuel, 2009. "On the dynamics of inflation persistence around the world," Working Papers 2009-02, Banco de México.
- Ghoshray, Atanu & Stamatogiannis, Michalis P., 2015. "Centurial evidence of breaks in the persistence of unemployment," Economics Letters, Elsevier, vol. 129(C), pages 74-76.
- Petrenko, Victoria (Петренко, ВИктория) & Skrobotov, Anton (Скроботов, Антон) & Turuntseva, Maria (Турунцева, Мария), 2016. "Testing of Changes in Persistence and Their Effect on the Forecasting Quality [Тестирование Изменения Инерционности И Влияние На Качество Прогнозов]," Working Papers 542, Russian Presidential Academy of National Economy and Public Administration.
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- Markus Reiß & Viktor Todorov & George Tauchen, 2014. "Nonparametric Test for a Constant Beta over a Fixed Time Interval," SFB 649 Discussion Papers SFB649DP2014-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Skrobotov, Anton, 2015. "Likelihood Ratio Test for Change in Persistence," Published Papers skr001, Russian Presidential Academy of National Economy and Public Administration.
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- Luis F. Martins & Paulo M. M. Rodrigues, 2022. "Tests for segmented cointegration: an application to US governments budgets," Empirical Economics, Springer, vol. 63(2), pages 567-600, August.
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JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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