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Analyzing the trend in COVID-19 data: The structural break approach

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  • Nityananda Sarkar
  • Kushal Banik Chowdhury

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  • Nityananda Sarkar & Kushal Banik Chowdhury, 2022. "Analyzing the trend in COVID-19 data: The structural break approach," International Econometric Review (IER), Economic Research Association, vol. 14(3), pages 72-96, September.
    • Handle: RePEc:erh:journl:v:14:y:2022:i:3:p:72-96
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    References listed on IDEAS

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    1. 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.
    2. Mohitosh Kejriwal & Pierre Perron, 2010. "A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(5), pages 305-328, September.
    3. Mandal, Manotosh & Jana, Soovoojeet & Nandi, Swapan Kumar & Khatua, Anupam & Adak, Sayani & Kar, T.K., 2020. "A model based study on the dynamics of COVID-19: Prediction and control," Chaos, Solitons & Fractals, Elsevier, vol. 136(C).
    4. Rafiq, Danish & Suhail, Suhail Ahmad & Bazaz, Mohammad Abid, 2020. "Evaluation and prediction of COVID-19 in India: A case study of worst hit states," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    5. Singhal, Amit & Singh, Pushpendra & Lall, Brejesh & Joshi, Shiv Dutt, 2020. "Modeling and prediction of COVID-19 pandemic using Gaussian mixture model," Chaos, Solitons & Fractals, Elsevier, vol. 138(C).
    6. Jushan Bai & Pierre Perron, 2003. "Computation and analysis of multiple structural change models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 1-22.
    7. Kim, Dukpa & Perron, Pierre, 2009. "Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses," Journal of Econometrics, Elsevier, vol. 148(1), pages 1-13, January.
    8. Nabi, Khondoker Nazmoon, 2020. "Forecasting COVID-19 pandemic: A data-driven analysis," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    9. Vogelsang, Timothy J & Perron, Pierre, 1998. "Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1073-1100, November.
    10. Perron, Pierre & Yabu, Tomoyoshi, 2009. "Testing for Shifts in Trend With an Integrated or Stationary Noise Component," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 369-396.
    11. Serena Ng & Pierre Perron, 2001. "LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power," Econometrica, Econometric Society, vol. 69(6), pages 1519-1554, November.
    12. Ribeiro, Matheus Henrique Dal Molin & da Silva, Ramon Gomes & Mariani, Viviana Cocco & Coelho, Leandro dos Santos, 2020. "Short-term forecasting COVID-19 cumulative confirmed cases: Perspectives for Brazil," Chaos, Solitons & Fractals, Elsevier, vol. 135(C).
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