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A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series Author info | Abstract | Publisher info | Download info | Related research | Statistics Perron, P.
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Paper provided by Princeton, Department of Economics - Econometric Research Program in its series Papers with number
363.
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Length: 27 pages
Date of creation: 1991Date of revision:
Handle: RePEc:fth:prinem:363Contact details of provider: Web page: http://www.princeton.edu/~erp/ More information through EDIRC
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Keywords: economic models ; econometrics ; Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Ai Deng & Pierre Perron, 2005.
"A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change ,"
Boston University - Department of Economics - Working Papers Series
WP2005-047, Boston University - Department of Economics.
[Downloadable!]
Other versions:
Ai Deng & Pierre Perron, 2007.
"A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change ,"
Boston University - Department of Economics - Working Papers Series
WP2007-019, Boston University - Department of Economics.
[Downloadable!] Deng, Ai & Perron, Pierre, 2008.
"A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change ,"
Journal of Econometrics ,
Elsevier, vol. 142(1), pages 212-240, January.
[Downloadable!] (restricted) Donald W.K. Andrews & Werner Ploberger, 1993.
"Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative ,"
Cowles Foundation Discussion Papers
1058, Cowles Foundation, Yale University.
[Downloadable!]
Serena Ng & Timothy Vogelsang, 2002.
"Analysis Of Vector Autoregressions In The Presence Of Shifts In Mean ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 21(3), pages 353-381.
[Downloadable!] (restricted)
Other versions: T.J. Vogelsang & P.H. Franses, 2001.
"Testing for common deterministic trend slopes ,"
Econometric Institute Report
224, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions:
Vogelsang, Timothy J. & Franses, Philip Hans, 2001.
"Testing for Common Deterministic Trend Slopes ,"
Working Papers
01-15, Cornell University, Center for Analytic Economics.
[Downloadable!] Vogelsang, T.J. & Franses, Ph.H.B.F., 2001.
"Testing for common deterministic trend slopes ,"
Econometric Institute Report
EI 2001-16 Revision_Date:, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] Vogelsang, Timothy J. & Franses, Philip Hans, 2005.
"Testing for common deterministic trend slopes ,"
Journal of Econometrics ,
Elsevier, vol. 126(1), pages 1-24, May.
[Downloadable!] (restricted)
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