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A CONTINUOUS TIME APPROXIMATION TO THE UNSTABLE FIRST- ORDER AUTOREGRESSIVE PROCESS: THE CASE WITHOUT AN INTERCEPT 0 0 0 0 2 2 7 393
A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend 0 0 0 129 1 1 10 437
A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models 0 0 0 3 1 1 10 73
A Comparison of Alternative Methods to Construct to Confidence Intervals for the Estimate of a Break Date in Linear Regression Models 0 0 0 3 0 0 9 61
A Modified Information Criterion for Cointegration Tests based on a VAR Approximation 0 0 0 205 1 2 11 579
A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change 0 0 0 72 2 3 21 270
A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change* 0 0 0 36 0 0 39 210
A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS 0 0 0 12 0 0 15 120
A Note on the Selection of Time Series Models 0 0 0 1,103 1 2 15 2,351
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 1 1 268 0 1 18 758
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 75 0 1 15 210
A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests 0 0 0 168 0 1 9 459
A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices 0 0 0 102 1 2 13 201
A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series 0 0 0 0 0 0 9 788
A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models 1 1 1 35 1 2 11 79
A time-series analysis of the 20th century climate simulations produced for the IPCC’s AR4 0 0 0 12 0 0 8 201
AN ANLYSIS OF THE REAL INTEREST RATE UNDER REGIME SHIFTS 0 0 0 1 1 1 12 838
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time 0 0 0 1 0 2 15 649
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time 0 1 1 199 0 1 18 505
An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 29 0 1 10 176
An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 247 1 1 16 828
An Analysis of the Real Interest Rate Under Regime Shifts 1 1 1 860 1 2 16 3,464
An Analysis of the Real Interest rate Under Regime Shifts 0 0 0 1 0 3 11 950
An Analysis of the Real Interest rate Under Regime Shifts 0 0 0 103 1 1 17 526
An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts 0 0 0 27 3 4 17 145
An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility* 0 0 0 94 0 1 10 235
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests 0 0 0 0 0 0 11 1,256
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests 0 0 0 76 0 0 12 385
An analysis of Real Interest Rate Under Regime Shifts 0 0 0 0 0 0 11 234
An analysis of Real Interest Rate Under Regime Shifts 0 0 0 0 0 0 12 110
Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors 0 0 0 0 0 1 4 162
Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors 0 0 0 15 0 0 3 80
Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope 0 0 0 28 0 0 8 139
Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition 0 0 0 28 0 0 9 225
Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series 0 0 0 24 0 2 10 46
Breaks, trends and the attribution of climate change: a time-series analysis 0 0 0 140 1 2 14 403
Change-Point Analysis of Time Series with Evolutionary Spectra 0 0 0 27 0 1 15 57
Characterizing and attributing the warming trend in sea and land surface temperatures 0 0 0 28 2 3 16 84
Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns 0 0 0 68 1 1 16 80
Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns 0 0 0 87 2 2 18 237
Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns 0 0 0 10 2 3 16 124
Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns 0 0 0 0 1 1 15 66
Comparisons of Robust Tests for Shifts in Trend with an Application to Trend Deviations of Real Exchange Rates in the Long Run 0 0 0 14 0 0 8 164
Computation and Analysis of Multiple Structural-Change Models 1 1 4 2,528 5 12 76 5,452
Continuous Record Asymptotics for Change-Point Models 1 1 2 23 1 1 12 40
Continuous Record Asymptotics for Change-Points Models 0 0 0 26 5 5 14 70
Continuous Record Laplace-based Inference about the Break Date in Structural Change Models 0 1 1 13 1 3 22 65
Continuous Record Laplace-based Inference about the Break Date in Structural Change Models 0 0 0 4 0 0 9 33
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression 0 0 0 77 0 0 8 293
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression* 0 0 0 103 1 1 7 302
Dealing with Structural Breaks 0 0 0 723 1 8 58 2,074
Detection and attribution of climate change through econometric methods 0 0 0 25 1 1 17 66
Does Gnp Have a Unit Root? a Reevaluation 0 0 0 2 2 2 5 325
Estimating & Testing Linear Models with Multiple Structural Changes 0 0 0 0 0 0 7 1,077
Estimating Deterministic Trend with an Integrated or Stationary Noise Component 0 0 0 77 1 2 10 236
Estimating Deterministic Trends with an Integrated or Stationary Noise Component 0 0 0 12 0 0 12 128
Estimating Deterministric Trends with an Integrated or Stationary Noise Component 0 0 0 68 1 2 13 313
Estimating and Testing Linear Models with Multiple Structural Changes 0 3 11 782 5 11 71 2,078
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 10 1 7 40 2,036
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 44 1 1 17 187
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 19 0 0 11 192
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors 0 0 0 115 1 1 10 349
Estimating and testing structural changes in multivariate regressions 0 0 0 231 3 4 22 632
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 0 1 0 0 10 239
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 0 40 0 0 12 170
Extracting and analyzing the warming trend in global and hemispheric temperatures 0 0 0 19 0 0 10 101
FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES 0 0 0 4 1 2 28 1,117
Forecasting Return Volatility: Level Shifts with Varying Jump Probability and Mean Reversion 0 0 1 7 0 0 9 48
Forecasting in the presence of in and out of sample breaks 0 0 1 63 1 1 18 81
Forecasting in the presence of in and out of sample breaks 0 0 0 4 0 0 6 55
Further Evidence on Breaking Trend Functions in Macroeconomic Variables 0 0 0 7 2 3 16 1,213
Further Evidence on Breaking Trend Functions in Macroeconomic Variables 0 0 0 255 3 5 79 822
GLS Detrending, Efficient Unit Root Tests and Structural Change 0 0 1 612 0 2 19 1,377
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses 0 0 0 141 4 4 22 569
Generalized Laplace Inference in Multiple Change-Points Models 0 0 0 5 0 0 18 65
Generalized Laplace Inference in Multiple Change-Points Models 0 0 0 30 0 0 9 103
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 42 0 2 9 55
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 3 0 0 8 51
Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures 0 0 0 2 1 2 4 116
Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures 0 0 0 15 2 2 9 55
Inference Related to Locally Ordered and Common Breaks in a Multivariate System with Joined Segmented Trends 0 0 0 3 0 0 12 34
Inference on Locally Ordered Breaks in Multiple Regressions 0 0 0 5 1 1 6 76
Inference on a Structural Break in Trend with Fractionally Integrated Errors 0 0 0 6 0 1 9 47
Inference on a Structural Break in Trend with Fractionally Integrated Errors 0 0 0 5 0 0 10 83
Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power 0 0 5 1,971 1 7 69 6,140
Let’s Take a Break: Trends and Cycles in US Real GDP 0 0 0 87 1 2 43 542
Let’s Take a Break: Trends and Cycles in US Real GDP? 0 0 0 222 2 4 19 937
Level Shifts and Purchasing Power Parity 0 0 0 323 0 0 12 924
Local Asymtotic Distributions Related to the AR(1) MOdel with Dependent Errors 0 0 0 1 0 1 6 492
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 115 0 0 23 312
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 64 1 2 18 71
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 13 0 0 13 115
Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends 0 0 0 59 0 0 12 106
Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends 0 0 0 7 1 1 7 92
Methodology in Economics: the Logic of Appraisal 0 0 0 68 1 1 9 260
Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model 0 0 0 78 1 2 11 222
Nonstationary and Level Shifts With An Application To Purchasing Power Parity 0 0 0 6 1 1 17 1,079
On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance 0 0 0 3 0 0 11 78
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 42 0 0 7 162
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 4 1 1 12 42
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 14 1 1 14 111
PPP May not Hold After all: A Further Investigation 0 0 0 278 2 2 14 949
PPP May not Hold Afterall: A Further Investigation 0 0 0 18 0 0 11 342
Pitfalls and Opportunities: What Macroeconomics should know about unit roots 0 0 0 3 1 2 42 1,697
Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots 0 0 1 2,909 1 2 41 6,223
Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots 0 0 0 36 2 4 26 345
Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 29 1 1 16 69
Prewhitened Long-Run Variance Estimation Robust to Nonstationarity 0 0 0 21 1 2 8 32
Residual Based Tests for Cointegration with GLS Detrended Data 0 0 0 2 1 1 16 791
Residual test for cointegration with GLS detrended data 0 0 0 182 1 2 20 469
Residuals-based Tests for Cointegration with GLS Detrended Data 0 0 0 39 1 2 23 111
Robust testing of time trend and mean with unknown integration order errors Frequency (and Other) Contaminations 0 0 0 11 0 1 5 91
Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices 0 0 0 7 0 0 4 93
Sampling Interval and estimated Betas: Implications for the Presence of Transitory Components in Stock Prices 0 0 0 55 0 1 5 404
Seraching for Additive Outliers in Nonstationary Time Series 0 0 0 1 0 0 17 955
Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings 0 0 0 20 4 4 16 52
Single-equation tests for Cointegration with GLS Detrended Data 0 0 0 10 1 1 9 136
State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 31 3 3 7 251
Statistical evidence about human influence on the climate system 0 0 0 108 0 2 10 383
Statistically-derived contributions of diverse human influences to 20th century temperature changes 0 0 0 11 0 0 9 150
Structural Breaks in Time Series 0 0 3 186 1 7 54 261
Structural Breaks in Time Series 0 0 3 150 0 3 30 468
TEST CONSISTENCY WITH VARYING SAMPLING FREQUENCY 0 0 0 0 0 1 10 529
TESTING FOR A RANDOM WALK: A SIMULATION EXPERIMENT OF POWER WHEN THE SIMPLING INTERVAL IS VARIED 0 0 0 0 0 0 9 721
TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A CHANGING MEAN 0 0 0 12 1 4 28 1,361
THE ADEQUACY OF LIMITING DISTRIBUTIONS IN THE AR(1) MODEL WITH DEPENDENT ERRORS 0 0 0 0 0 0 4 169
THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TEST FOR UNIT ROOT 0 0 0 0 1 1 11 265
THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TESTS FOR A UNIT ROOT 0 0 0 1 2 3 12 463
THE GREAT CRASH, THE OIL PRICE SHOCK AND THE UNIT ROOT HYPOTHESIS 0 0 0 6 1 3 35 2,813
THE LIMITING DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN NEARLY INTEGRATED SEASONAL MODELS 0 0 0 0 0 0 6 224
Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models 0 0 0 6 1 1 14 67
Test Consistency with Varying Sampling Frequency 0 0 0 2 1 2 8 338
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 67 1 2 8 249
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 1 44 0 1 19 108
Testing for Breaks in Coefficients and Error Variance: Simulations and Applications 0 0 0 64 0 0 7 196
Testing for Changes in Forecasting Performance 0 0 0 1 1 1 7 46
Testing for Changes in Forecasting Performance 0 0 0 69 0 0 7 91
Testing for Changes in Forecasting Performance 0 0 1 39 2 3 22 86
Testing for Common Breaks in a Multiple Equations System 0 0 0 20 0 0 12 65
Testing for Common Breaks in a Multiple Equations System 0 0 0 17 0 0 13 190
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component 0 0 0 18 1 1 8 72
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component 0 0 0 72 1 1 9 180
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 31 1 2 19 162
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 503 2 3 19 1,171
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 54 0 1 18 208
Testing for Shifts in Trend with an Integrated or Stationary Noise Component 0 0 0 188 0 0 8 533
Testing for Shifts in Trend with an Integrated or Stationary Noise Component 0 0 0 114 0 1 10 394
Testing for Trend in the Presence of Autoregressive Error: A Comment 0 0 0 61 0 0 2 155
Testing for Trend in the Presence of Autoregressive Error: A Comment 0 0 0 5 1 1 6 66
Testing for a Unit Root in Time Series Regression 0 1 8 3,087 7 12 87 7,901
Testing for common breaks in a multiple equations system 0 0 1 17 0 1 18 97
Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model 0 0 0 2 0 1 10 41
Testing the Random Walk Hypothesis: Power Versus Frequency of Observation 0 0 0 999 1 2 15 3,434
Testing the Random Walk Hypothesis: Power versus Frequency of Observation 0 0 0 645 1 3 12 2,728
Tests of Joint Hypotheses for Time Series Regression with a Unit Root 0 0 0 70 0 0 10 326
The Adequacy of Asymptotic Approximations in the Near- Integrated Autoregressive Model with Dependent Errors 0 0 0 0 1 2 12 134
The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors 0 0 0 14 1 1 10 63
The Calculation of the Limiting Distribution of the Least Squares Estimator in Near-Integrated Model 0 0 0 0 0 1 11 164
The Effect of Linear Filters on Dynamic Time series with Structural Change 0 0 0 0 0 0 6 338
The Effect of Linear Filters on Dynamic Time series with Structural Change 0 0 0 38 0 1 11 223
The Effect of Seasonal Adjustment Filters on Test for Unit Root 0 0 0 0 2 2 5 110
The Exact Error in Estimating the Special Density at the Origin 0 0 0 22 0 1 12 95
The Exact Error in Estimating the Special Density at the Origin 0 0 0 0 0 0 9 348
The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation 0 0 0 32 0 1 8 224
The Great Crash, the Oil Prices and the Unit Root Hypothesis 0 0 0 1 1 1 19 473
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 0 33 0 0 13 76
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 0 6 3 3 13 95
The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions* 0 0 0 163 0 0 5 630
The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions 0 0 0 16 0 1 7 106
The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes 0 0 0 35 0 0 9 127
Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference 0 0 0 17 1 1 12 28
Trend and Cycles: A New Approach and Explanations of Some Old Puzzles 0 0 2 323 0 2 15 1,103
Trends and Random Walks in Macroeconomic Time Series: Further Evidence From a New Approach 0 0 0 3 1 1 13 2,271
Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise 0 0 0 45 0 3 17 89
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 0 0 0 1 0 3 15 1,036
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 0 0 1 260 0 0 14 698
Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time Under Both the Null and Alternative Hypotheses 0 0 0 76 2 2 58 400
Unit roots in the presence of abrupt governmental interventions with an application to Brazilian to Brazilian data 0 0 0 50 0 0 8 159
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 0 0 68 0 0 9 297
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 0 0 1 0 1 9 362
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 1 1 14 173
Wald Tests for Detecting Multiple Structural Changes in Persistence 0 0 0 210 1 2 13 449
Total Working Papers 4 11 51 25,319 142 281 2,840 103,460

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Continuous Time Approximation to the Stationary First-Order Autoregressive Model 0 0 0 14 1 2 6 47
A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case without an Intercept 0 1 1 126 1 3 13 602
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION 0 0 0 51 0 0 6 223
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS 0 0 1 29 0 1 10 128
A Note on Johansen's Cointegration Procedure When Trends Are Present 0 0 0 0 0 1 12 2,591
A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks 0 1 3 42 0 4 33 140
A Note on the Selection of Time Series Models 0 0 0 260 0 0 10 654
A Time-Series Analysis of the 20th Century Climate Simulations Produced for the IPCC’s Fourth Assessment Report 0 0 0 0 2 2 8 13
A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend 0 0 0 32 0 0 12 479
A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models 0 0 1 9 0 0 10 64
A look at the quality of the approximation of the functional central limit theorem 0 0 0 8 0 1 11 77
A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change 0 0 0 64 1 5 17 283
A note on estimating a structural change in persistence 0 0 0 16 1 1 15 108
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component 0 0 2 67 0 0 19 220
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests 2 2 3 141 4 5 19 399
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices 0 0 1 19 0 2 8 71
A two‐step procedure for testing partial parameter stability in cointegrated regression models 0 0 1 4 1 3 11 27
AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS 0 0 0 82 0 0 16 219
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time 0 0 0 1 0 3 17 1,140
An Analysis of the Real Interest Rate under Regime Shifts 1 1 3 809 1 7 27 2,030
An Improved Procedure for Retrospectively Dating the Emergence and Collapse of Bubbles 0 0 8 9 0 2 24 28
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope 0 0 0 133 9 10 31 515
Asymptotic approximations in the near-integrated model with a non-zero initial condition 0 0 0 7 0 1 7 260
Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series 0 0 0 6 2 2 10 28
Breaks, Trends and the Attribution of Climate Change: A Time-Series Analysis 0 0 0 16 0 0 11 62
Change-point analysis of time series with evolutionary spectra 0 0 1 3 0 0 22 32
Combining long memory and level shifts in modelling and forecasting the volatility of asset returns 0 1 2 13 1 2 13 58
Comment on "Statistical Adequacy and the Testing of Trend Versus Difference Stationarity" by Andreou and Spanos (Number 1) 0 0 0 26 0 1 8 126
Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run 0 0 0 20 1 2 16 179
Computation and analysis of multiple structural change models 0 8 60 3,160 20 66 389 7,802
Continuous Record Asymptotics for Change‐Point Models 0 0 0 0 2 3 3 3
Continuous record Laplace-based inference about the break date in structural change models 0 0 0 6 0 0 8 41
Critical values for multiple structural change tests 0 0 0 450 2 4 34 1,110
DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION 0 0 0 71 0 0 7 272
Does GNP have a unit root?: A re-evaluation 0 0 0 75 0 0 7 204
Erratum [The Great Crash, the Oil Price Shock and the Unit Root Hypothesis] 2 2 6 362 2 3 25 758
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 9 25 80 257 5,322
Estimating and Testing Structural Changes in Multivariate Regressions 0 2 8 437 1 6 26 1,010
Estimating and testing multiple structural changes in linear models using band spectral regressions 0 0 0 29 0 0 10 103
Estimating deterministic trends with an integrated or stationary noise component 1 2 2 167 1 2 13 542
Estimating restricted structural change models 0 1 8 311 1 6 30 646
Estimation and inference in nearly unbalanced nearly cointegrated systems 0 0 0 91 0 1 10 296
Estimation in the Presence of Heteroskedasticity of Unknown Form: A Lasso-based Approach 0 0 1 1 0 1 17 26
Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures 0 0 0 5 0 2 12 67
Forecasting in the presence of in-sample and out-of-sample breaks 0 0 0 3 0 0 13 26
Forecasting return volatility: Level shifts with varying jump probability and mean reversion 0 0 0 22 0 1 7 117
Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses 0 0 0 4 1 1 10 78
Further evidence on breaking trend functions in macroeconomic variables 1 1 6 1,243 2 7 36 2,605
GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS 0 0 0 4 0 0 12 20
GLS detrending, efficient unit root tests and structural change 0 1 2 418 2 13 36 1,146
GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural 0 0 2 32 0 1 12 117
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES 0 4 10 429 1 8 45 939
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 5 0 0 6 44
Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits 0 0 4 7 1 3 17 72
Inference on a Structural Break in Trend with Fractionally Integrated Errors 0 0 0 3 0 1 13 59
Inference on locally ordered breaks in multiple regressions 0 0 0 2 0 0 3 56
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures 0 1 1 6 2 4 14 58
L'estimation de modèles avec changements structurels multiples 0 0 1 4 0 2 10 27
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 0 0 0 1,132 0 3 55 3,238
Let's take a break: Trends and cycles in US real GDP 1 2 4 631 5 7 30 1,590
Local asymptotic distribution related to the AR(1) model with dependent errors 0 0 0 105 0 2 7 324
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 1 2 2 159 1 2 11 377
L’estimation de modèles avec changements structurels multiples 0 0 0 33 0 1 10 146
MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS 0 1 1 16 0 2 9 78
Measuring business cycles with structural breaks and outliers: Applications to international data 0 1 2 37 0 3 18 220
Modeling and forecasting stock return volatility using a random level shift model 0 0 0 234 1 1 16 667
Modelling exchange rate volatility with random level shifts 0 0 0 5 1 2 6 30
Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations 1 1 1 57 2 4 20 212
Nonstationarity and Level Shifts with an Application to Purchasing Power Parity 0 0 0 0 1 4 24 1,280
On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance 0 0 1 41 1 5 16 159
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 1 0 0 9 52
PPP May not Hold Afterall: A Further Investigation 0 0 0 41 2 2 18 316
Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 4 0 2 14 66
Prewhitened long-run variance estimation robust to nonstationarity 0 0 0 3 0 0 15 22
Racines unitaires en macroéconomie: le cas d’une variable 0 0 0 12 0 0 13 132
Racines unitaires en macroéconomie: le cas multidimensionnel 0 0 1 5 1 1 13 43
Residuals‐based tests for cointegration with generalized least‐squares detrended data 0 0 3 39 0 2 16 180
Royal Economic Society Annual Conference 2009 Special Issue on Factor Models: Theoretical and Applied Perspectives 0 0 0 3 1 2 9 31
SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES 0 0 2 216 0 1 16 529
Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices 0 0 0 18 0 0 4 106
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings 0 0 0 0 0 0 12 21
Structural breaks with deterministic and stochastic trends 0 0 7 265 1 2 23 589
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods 0 0 1 3 0 0 17 25
THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN 0 0 0 2 0 1 12 27
THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS 0 0 0 43 0 0 7 169
THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK 0 0 0 47 0 0 16 379
THEORY OF LOW FREQUENCY CONTAMINATION FROM NONSTATIONARITY AND MISSPECIFICATION: CONSEQUENCES FOR HAR INFERENCE 0 0 0 0 0 1 1 1
Temporal Aggregation and Long Memory for Asset Price Volatility 0 0 0 1 0 0 13 34
Test Consistency with Varying Sampling Frequency 0 0 0 34 1 1 12 127
Testing for Changes in Forecasting Performance 0 0 2 14 2 3 21 64
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component 0 0 0 7 0 1 6 83
Testing for Multiple Structural Changes in Cointegrated Regression Models 2 3 4 180 3 6 22 458
Testing for Shifts in Trend With an Integrated or Stationary Noise Component 1 1 1 212 1 2 13 491
Testing for Trend in the Presence of Autoregressive Error: A Comment 0 0 0 10 1 2 9 67
Testing for a Unit Root in a Time Series with a Changing Mean 0 0 0 0 0 1 15 1,240
Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions 0 0 0 0 0 0 17 786
Testing for common breaks in a multiple equations system 1 1 3 10 1 3 20 108
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 0 4 0 1 10 72
Testing the random walk hypothesis: Power versus frequency of observation 0 3 5 256 1 4 17 728
Tests of return predictability: an analysis of their properties based on a continuous time asymptotic framework 0 0 0 39 0 0 3 148
The Calculation of the Limiting Distribution of the Least-Squares Estimator in a Near-Integrated Model 0 0 0 30 0 0 11 139
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1 6 23 3,647 7 27 119 9,780
The HUMP-Shaped Behavior of Macroeconomic Fluctuations 0 0 0 0 0 0 8 198
The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors 0 0 0 30 0 0 4 108
The effect of linear filters on dynamic time series with structural change 0 0 0 61 0 0 7 285
The effect of seasonal adjustment filters on tests for a unit root 1 1 1 177 3 5 17 436
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence 0 0 0 6 2 3 14 39
The limit distribution of the estimates in cointegrated regression models with multiple structural changes 1 3 5 96 1 6 22 330
Time Series Methods Applied to Climate Change 0 0 0 21 0 1 8 70
Trends and random walks in macroeconomic time series: Further evidence from a new approach 0 0 1 766 3 4 22 1,450
Unit Roots and Structural Breaks 0 0 1 6 0 1 10 69
Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data 0 1 2 180 0 2 21 703
Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses 1 4 8 486 3 9 40 1,231
Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties 0 0 0 355 0 4 23 1,046
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 2 38 0 0 14 146
WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE 0 1 1 42 0 2 19 139
Total Journal Articles 18 59 222 19,223 134 413 2,478 65,953

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Econometrics Volume 1:Basic Theory and Topics for Cross-Section Data 0 1 10 10 2 5 35 35
Econometrics Volume 2:Topics for Time Series and Large Panel Data 0 2 10 10 1 3 35 35
Total Books 0 3 20 20 3 8 70 70

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting in the presence of in-sample and out-of-sample breaks 0 0 0 0 2 2 17 31
Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots 0 1 6 465 2 6 59 1,252
Trend, Unit Root and Structural Change in Macroeconomic Time Series 0 0 0 1 0 1 8 41
Total Chapters 0 1 6 466 4 9 84 1,324

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