Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Carrion-i-Silvestre, Josep Lluís & Kim, Dukpa & Perron, Pierre, 2009. "Gls-Based Unit Root Tests With Multiple Structural Breaks Under Both The Null And The Alternative Hypotheses," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1754-1792, December.
- Werker, Bas J.M. & Zhou, Bo, 2022. "Semiparametric testing with highly persistent predictors," Journal of Econometrics, Elsevier, vol. 227(2), pages 347-370.
- Chong, Terence Tai-Leung, 2001.
"Structural Change In Ar(1) Models,"
Econometric Theory, Cambridge University Press, vol. 17(1), pages 87-155, February.
- Terence Tai-Leung, Chong, 1997. "Structural Change in AR(1) Models," Departmental Working Papers _079, Chinese University of Hong Kong, Department of Economics.
- Horváth, Lajos & Liu, Zhenya & Rice, Gregory & Wang, Shixuan, 2020. "Sequential monitoring for changes from stationarity to mild non-stationarity," Journal of Econometrics, Elsevier, vol. 215(1), pages 209-238.
- Peter C.B. Phillips, 1987. "Multiple Regression with Integrated Time Series," Cowles Foundation Discussion Papers 852, Cowles Foundation for Research in Economics, Yale University.
- Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015.
"Nonparametric predictive regression,"
Journal of Econometrics, Elsevier, vol. 185(2), pages 468-494.
- Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips, 2012. "Nonparametric Predictive Regression," University of Cyprus Working Papers in Economics 14-2012, University of Cyprus Department of Economics.
- Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013. "Nonparametric Predictive Regression," CEPR Discussion Papers 9570, C.E.P.R. Discussion Papers.
- Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012. "Nonparametric Predictive Regression," Cowles Foundation Discussion Papers 1878, Cowles Foundation for Research in Economics, Yale University.
- Philip Preuss & Ruprecht Puchstein & Holger Dette, 2015. "Detection of Multiple Structural Breaks in Multivariate Time Series," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(510), pages 654-668, June.
- Stelios Arvanitis & Tassos Magdalinos, 2018. "Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 892-908, November.
- Pitarakis, Jean-Yves, 2012.
"Jointly testing linearity and nonstationarity within threshold autoregressions,"
Economics Letters, Elsevier, vol. 117(2), pages 411-413.
- Pitarakis, Jean-Yves, 2012. "Jointly testing linearity and nonstationarity within threshold autoregressions," MPRA Paper 38845, University Library of Munich, Germany.
- Jushan Bai, 1994.
"Least Squares Estimation Of A Shift In Linear Processes,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 15(5), pages 453-472, September.
- Bai, Jushan, 1993. "Least squares estimation of a shift in linear processes," MPRA Paper 32878, University Library of Munich, Germany.
- Casini, Alessandro & Perron, Pierre, 2022.
"Generalized Laplace Inference In Multiple Change-Points Models,"
Econometric Theory, Cambridge University Press, vol. 38(1), pages 35-65, February.
- Alessandro Casini & Pierre Perron, 2018. "Generalized Laplace Inference in Multiple Change-Points Models," Papers 1803.10871, arXiv.org, revised Jan 2021.
- Alessandro Casini & Pierre Perron, 2020. "Generalized Laplace Inference in Multiple Change-Points Models," Boston University - Department of Economics - Working Papers Series WP2020-015, Boston University - Department of Economics.
- Christis Katsouris, 2023. "Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates," Papers 2302.05193, arXiv.org.
- Fukang Zhu & Zongwu Cai & Liang Peng, 2014. "Predictive regressions for macroeconomic data," Papers 1404.7642, arXiv.org.
- Hansen, Bruce E., 1992. "Convergence to Stochastic Integrals for Dependent Heterogeneous Processes," Econometric Theory, Cambridge University Press, vol. 8(4), pages 489-500, December.
- Jean-Yves Pitarakis, 2004.
"Least squares estimation and tests of breaks in mean and variance under misspecification,"
Econometrics Journal, Royal Economic Society, vol. 7(1), pages 32-54, June.
- Jean-Yves Pitarakis, 2003. "Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification," Econometrics 0312004, University Library of Munich, Germany.
- Fukang Zhu & Mengya Liu & Shiqing Ling & Zongwu Cai, 2022. "Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(1), pages 228-240, December.
- Mohitosh Kejriwal & Xuewen Yu & Pierre Perron, 2020.
"Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 41(5), pages 676-690, September.
- Mohitosh Kejriwal & Xuewen Yu, 2018. "Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series," Purdue University Economics Working Papers 1308, Purdue University, Department of Economics.
- Mohitosh Kejriwal & Xuewen Yu & Pierre Perron, 2020. "Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series," Boston University - Department of Economics - Working Papers Series WP2020-009, Boston University - Department of Economics.
- Perron, Pierre, 1991.
"A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case without an Intercept,"
Econometrica, Econometric Society, vol. 59(1), pages 211-236, January.
- Perron,P., 1988. "A Continuous Time Approximation To The Unstable First- Order Autoregressive Process: The Case Without An Intercept," Papers 337, Princeton, Department of Economics - Econometric Research Program.
- Phillips, Peter C B, 1988.
"Regression Theory for Near-Integrated Time Series,"
Econometrica, Econometric Society, vol. 56(5), pages 1021-1043, September.
- Peter C.B. Phillips, 1986. "Regression Theory for Near-Integrated Time Series," Cowles Foundation Discussion Papers 781R, Cowles Foundation for Research in Economics, Yale University, revised Jan 1987.
- Bai, Jushan, 1997.
"Estimating Multiple Breaks One at a Time,"
Econometric Theory, Cambridge University Press, vol. 13(3), pages 315-352, June.
- Jushan Bai, 1995. "Estimating Multiple Breaks One at a Time," Working papers 95-18, Massachusetts Institute of Technology (MIT), Department of Economics.
- Phillips, P C B, 1987.
"Time Series Regression with a Unit Root,"
Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
- Phillips, P.C.B., 1986. "Testing for a Unit Root in Time Series Regression," Cahiers de recherche 8633, Universite de Montreal, Departement de sciences economiques.
- Peter C.B. Phillips & Pierre Perron, 1986. "Testing for a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers 795R, Cowles Foundation for Research in Economics, Yale University, revised Sep 1987.
- Tom Doan, "undated". "PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test," Statistical Software Components RTS00160, Boston College Department of Economics.
- Barigozzi, Matteo & Cho, Haeran & Fryzlewicz, Piotr, 2018.
"Simultaneous multiple change-point and factor analysis for high-dimensional time series,"
Journal of Econometrics, Elsevier, vol. 206(1), pages 187-225.
- Barigozzi, Matteo & Cho, Haeran & Fryzlewicz, Piotr, 2018. "Simultaneous multiple change-point and factor analysis for high-dimensional time series," LSE Research Online Documents on Economics 88110, London School of Economics and Political Science, LSE Library.
- Shimizu, Kenichi, 2023.
"Asymptotic properties of Bayesian inference in linear regression with a structural break,"
Journal of Econometrics, Elsevier, vol. 235(1), pages 202-219.
- Kenichi Shimizu, 2022. "Asymptotic properties of Bayesian inference in linear regression with a structural break," Papers 2201.07319, arXiv.org.
- Kenichi Shimizu, 2022. "Asymptotic properties of Bayesian inference in linear regression with a structural break," Working Papers 2022_05, Business School - Economics, University of Glasgow.
- Zhongjun Qu & Pierre Perron, 2007.
"Estimating and Testing Structural Changes in Multivariate Regressions,"
Econometrica, Econometric Society, vol. 75(2), pages 459-502, March.
- Zhongjun Qu & Pierre Perron, 2005. "Estimating and testing structural changes in multivariate regressions," Boston University - Department of Economics - Working Papers Series WP2005-012, Boston University - Department of Economics.
- Jushan Bai & Pierre Perron, 1998.
"Estimating and Testing Linear Models with Multiple Structural Changes,"
Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.
- Perron, P. & Bai, J., 1995. "Estimating and Testing Linear Models with Multiple Structural Changes," Cahiers de recherche 9552, Universite de Montreal, Departement de sciences economiques.
- Perron, P. & Bai, J., 1995. "Estimating and Testing Linear Models with Multiple Structural Changes," Cahiers de recherche 9552, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2006.
"Modified tests for a change in persistence,"
Journal of Econometrics, Elsevier, vol. 134(2), pages 441-469, October.
- Robert Taylor & Stephen Leybourne & David Harvey, 2004. "Modified Tests for a Change in Persistence," Econometric Society 2004 Australasian Meetings 64, Econometric Society.
- Kejriwal, Mohitosh & Perron, Pierre, 2008.
"The limit distribution of the estimates in cointegrated regression models with multiple structural changes,"
Journal of Econometrics, Elsevier, vol. 146(1), pages 59-73, September.
- Mohitosh Kejriwal & Pierre Perron, 2006. "The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes," Boston University - Department of Economics - Working Papers Series WP2006-064, Boston University - Department of Economics.
- Florian Stark & Sven Otto, 2022. "Testing and dating structural changes in copula-based dependence measures," Journal of Applied Statistics, Taylor & Francis Journals, vol. 49(5), pages 1121-1139, April.
- Andersen, Torben G. & Varneskov, Rasmus T., 2021.
"Consistent inference for predictive regressions in persistent economic systems,"
Journal of Econometrics, Elsevier, vol. 224(1), pages 215-244.
- Torben G. Andersen & Rasmus T. Varneskov, 2021. "Consistent Inference for Predictive Regressions in Persistent Economic Systems," NBER Working Papers 28568, National Bureau of Economic Research, Inc.
- Shao, Xiaofeng & Zhang, Xianyang, 2010. "Testing for Change Points in Time Series," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1228-1240.
- Chu, Chia-Shang James & Stinchcombe, Maxwell & White, Halbert, 1996. "Monitoring Structural Change," Econometrica, Econometric Society, vol. 64(5), pages 1045-1065, September.
- Busetti, Fabio & Taylor, A M Robert, 2003. "Variance Shifts, Structural Breaks, and Stationarity Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 510-531, October.
- Aue, Alexander & Horváth, Lajos & Reimherr, Matthew L., 2009. "Delay times of sequential procedures for multiple time series regression models," Journal of Econometrics, Elsevier, vol. 149(2), pages 174-190, April.
- Fiteni, Inmaculada, 2002. "Robust Estimation Of Structural Break Points," Econometric Theory, Cambridge University Press, vol. 18(2), pages 349-386, April.
- Michael Jansson, 2008.
"Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis,"
Econometrica, Econometric Society, vol. 76(5), pages 1103-1142, September.
- Michael Jansson, 2007. "Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis," CREATES Research Papers 2007-12, Department of Economics and Business Economics, Aarhus University.
- Saikkonen, Pentti & Lütkepohl, Helmut & Trenkler, Carsten, 2006. "Break Date Estimation For Var Processes With Level Shift With An Application To Cointegration Testing," Econometric Theory, Cambridge University Press, vol. 22(1), pages 15-68, February.
- Stelios Arvanitis & Tassos Magdalinos, 2018. "Mildly explosive autoregression under stationary conditional heteroskedasticity," Working Paper series 18-25, Rimini Centre for Economic Analysis.
- Pitarakis, Jean-Yves, 2014. "A joint test for structural stability and a unit root in autoregressions," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 577-587.
- Ting Zhang & Liliya Lavitas, 2018. "Unsupervised Self-Normalized Change-Point Testing for Time Series," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 637-648, April.
- Jesùs Gonzalo & Jean-Yves Pitarakis, 2017. "Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 202-217, April.
- Phillips, Peter C.B. & Lee, Ji Hyung, 2013. "Predictive regression under various degrees of persistence and robust long-horizon regression," Journal of Econometrics, Elsevier, vol. 177(2), pages 250-264.
- Peter C. B. Phillips, 2014.
"On Confidence Intervals for Autoregressive Roots and Predictive Regression,"
Econometrica, Econometric Society, vol. 82(3), pages 1177-1195, May.
- Peter C.B. Phillips, 2012. "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Cowles Foundation Discussion Papers 1879, Cowles Foundation for Research in Economics, Yale University.
- Andrews, Isaiah & Kitagawa, Toru & McCloskey, Adam, 2021.
"Inference after estimation of breaks,"
Journal of Econometrics, Elsevier, vol. 224(1), pages 39-59.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2019. "Inference after estimation of breaks," CeMMAP working papers CWP51/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2020. "Inference after Estimation of Breaks," CeMMAP working papers CWP34/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Phillips, Peter C.B. & Lee, Ji Hyung, 2016. "Robust econometric inference with mixed integrated and mildly explosive regressors," Journal of Econometrics, Elsevier, vol. 192(2), pages 433-450.
- Andrews, Donald W K, 1993.
"Tests for Parameter Instability and Structural Change with Unknown Change Point,"
Econometrica, Econometric Society, vol. 61(4), pages 821-856, July.
- Donald W.K. Andrews, 1990. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Cowles Foundation Discussion Papers 943, Cowles Foundation for Research in Economics, Yale University.
- Dalla, Violetta & Giraitis, Liudas & Robinson, Peter M., 2020. "Asymptotic theory for time series with changing mean and variance," Journal of Econometrics, Elsevier, vol. 219(2), pages 281-313.
- repec:taf:jnlbes:v:30:y:2012:i:2:p:229-241 is not listed on IDEAS
- Pang, Tianxiao & Du, Lingjie & Chong, Terence Tai-Leung, 2021.
"Estimating multiple breaks in nonstationary autoregressive models,"
Journal of Econometrics, Elsevier, vol. 221(1), pages 277-311.
- Pang, Tianxiao & Du, Lingjie & Chong, Terence Tai Leung, 2018. "Estimating Multiple Breaks in Nonstationary Autoregressive Models," MPRA Paper 92074, University Library of Munich, Germany.
- Christis Katsouris, 2023. "Testing for Structural Change under Nonstationarity," Papers 2302.02370, arXiv.org.
- Kim, Bo Gyeong & Shin, Dong Wan, 2020. "A mean-difference test based on self-normalization for alternating regime index data sets," Economics Letters, Elsevier, vol. 193(C).
- Yixiao Sun & Xuexin Wang, 2022. "An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation," Econometric Reviews, Taylor & Francis Journals, vol. 41(2), pages 177-206, February.
- Phillips, P C B, 1987.
"Time Series Regression with a Unit Root,"
Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
- Peter C.B. Phillips, 1985. "Time Series Regression with a Unit Root," Cowles Foundation Discussion Papers 740R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1986.
- Christis Katsouris, 2022. "Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models," Papers 2202.00141, arXiv.org, revised Feb 2022.
- Alexandros Kostakis & Tassos Magdalinos & Michalis P. Stamatogiannis, 2015. "Robust Econometric Inference for Stock Return Predictability," The Review of Financial Studies, Society for Financial Studies, vol. 28(5), pages 1506-1553.
- Leisch, Friedrich & Hornik, Kurt & Kuan, Chung-Ming, 2000. "Monitoring Structural Changes With The Generalized Fluctuation Test," Econometric Theory, Cambridge University Press, vol. 16(6), pages 835-854, December.
- Werker, Bas J.M. & Zhou, B., 2022. "Semiparametric testing with highly persistent predictors," Other publications TiSEM 2974ce9c-97c1-44cd-9331-0, Tilburg University, School of Economics and Management.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Christis Katsouris, 2023. "Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates," Papers 2302.05193, arXiv.org.
- Christis Katsouris, 2023. "Limit Theory under Network Dependence and Nonstationarity," Papers 2308.01418, arXiv.org, revised Aug 2023.
- Christis Katsouris, 2023. "Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models," Papers 2307.14463, arXiv.org.
- Christis Katsouris, 2023. "Predictability Tests Robust against Parameter Instability," Papers 2307.15151, arXiv.org.
- Hong, Yongmiao & Linton, Oliver & McCabe, Brendan & Sun, Jiajing & Wang, Shouyang, 2024.
"Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach,"
Journal of Econometrics, Elsevier, vol. 238(2).
- Hong, Y. & Linton, O. B. & McCabe, B. & Sun, J. & Wang, S., 2023. "Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach," Janeway Institute Working Papers 2316, Faculty of Economics, University of Cambridge.
- Hong, Y. & Linton, O. B. & McCabe, B. & Sun, J. & Wang, S., 2023. "Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach," Cambridge Working Papers in Economics 2367, Faculty of Economics, University of Cambridge.
- Christis Katsouris, 2022. "Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models," Papers 2202.00141, arXiv.org, revised Feb 2022.
- Tu, Yundong & Xie, Xinling, 2023. "Penetrating sporadic return predictability," Journal of Econometrics, Elsevier, vol. 237(1).
- Casini, Alessandro & Perron, Pierre, 2021.
"Continuous record Laplace-based inference about the break date in structural change models,"
Journal of Econometrics, Elsevier, vol. 224(1), pages 3-21.
- Alessandro Casini & Pierre Perron, 2018. "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Papers 1804.00232, arXiv.org, revised May 2020.
- Alessandro Casini & Pierre Perron, 2020. "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Boston University - Department of Economics - Working Papers Series WP2020-014, Boston University - Department of Economics.
- Christis Katsouris, 2023. "Quantile Time Series Regression Models Revisited," Papers 2308.06617, arXiv.org, revised Aug 2023.
- Christis Katsouris, 2023. "Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors," Papers 2305.00860, arXiv.org, revised May 2023.
- Alessandro Casini & Pierre Perron, 2018.
"Structural Breaks in Time Series,"
Boston University - Department of Economics - Working Papers Series
WP2019-02, Boston University - Department of Economics.
- Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Papers 1805.03807, arXiv.org.
- Zhou, Bo, 2024. "Semiparametrically optimal cointegration test," Journal of Econometrics, Elsevier, vol. 242(2).
- Yijie Fei & Yiu Lim Lui & Jun Yu, 2024. "Testing Predictability in the Presence of Persistent Errors," Working Papers 202401, University of Macau, Faculty of Business Administration.
- Christis Katsouris, 2024. "Robust Estimation in Network Vector Autoregression with Nonstationary Regressors," Papers 2401.04050, arXiv.org.
- Casini, Alessandro & Perron, Pierre, 2024.
"Change-point analysis of time series with evolutionary spectra,"
Journal of Econometrics, Elsevier, vol. 242(2).
- Alessandro Casini & Pierre Perron, 2021. "Change-Point Analysis of Time Series with Evolutionary Spectra," Papers 2106.02031, arXiv.org, revised Aug 2024.
- Lee, Ji Hyung & Shi, Zhentao & Gao, Zhan, 2022.
"On LASSO for predictive regression,"
Journal of Econometrics, Elsevier, vol. 229(2), pages 322-349.
- Ji Hyung Lee & Zhentao Shi & Zhan Gao, 2018. "On LASSO for Predictive Regression," Papers 1810.03140, arXiv.org, revised Feb 2021.
- J. Roderick McCrorie, 2021. "Moments in Pearson's Four-Step Uniform Random Walk Problem and Other Applications of Very Well-Poised Generalized Hypergeometric Series," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 244-281, November.
- Oka, Tatsushi & Perron, Pierre, 2018.
"Testing for common breaks in a multiple equations system,"
Journal of Econometrics, Elsevier, vol. 204(1), pages 66-85.
- Pierre Perron & Tatsushi Oka, 2011. "Testing for Common Breaks in a Multiple Equations System," Boston University - Department of Economics - Working Papers Series WP2011-057, Boston University - Department of Economics.
- Tatsushi Oka & Pierre Perron, 2018. "Testing for common breaks in a multiple equations system," Monash Econometrics and Business Statistics Working Papers 3/18, Monash University, Department of Econometrics and Business Statistics.
- Tatsushi Oka & Pierre Perron, 2016. "Testing for Common Breaks in a Multiple Equations System," Papers 1606.00092, arXiv.org, revised Jan 2018.
- Abhijit Sharma & Kelvin G Balcombe & Iain M Fraser, 2009.
"Non-renewable resource prices: Structural breaks and long term trends,"
Economics Bulletin, AccessEcon, vol. 29(2), pages 805-819.
- Sharma, Abhijit & Balcombe, Kelvin & Fraser, Iain, 2009. "Non-renewable Resource Prices: Structural Breaks and Long Term Trends," MPRA Paper 16948, University Library of Munich, Germany.
- Christis Katsouris, 2023. "Testing for Structural Change under Nonstationarity," Papers 2302.02370, arXiv.org.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-10-16 (Econometrics)
- NEP-ETS-2023-10-16 (Econometric Time Series)
- NEP-GER-2023-10-16 (German Papers)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:2308.13915. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.