Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run
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DOI: 10.1080/00036846.2012.724160
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- Pierre Perron & Sungju Chun, 2011. "Comparisons of Robust Tests for Shifts in Trend with an Application to Trend Deviations of Real Exchange Rates in the Long Run," Boston University - Department of Economics - Working Papers Series WP2011-056, Boston University - Department of Economics.
References listed on IDEAS
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Citations
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Cited by:
- Paraskevi Salamaliki, 2015. "Economic Policy Uncertainty and Economic Activity: A Focus on Infrequent Structural Shifts," Working Paper Series of the Department of Economics, University of Konstanz 2015-08, Department of Economics, University of Konstanz.
- Kurozumi Eiji, 2015.
"Testing for Multiple Structural Changes with Non-Homogeneous Regressors,"
Journal of Time Series Econometrics, De Gruyter, vol. 7(1), pages 1-35, January.
- Eiji Kurozumi, 2012. "Testing for Multiple Structural Changes with Non-Homogeneous Regressors," Global COE Hi-Stat Discussion Paper Series gd11-227, Institute of Economic Research, Hitotsubashi University.
- Nuno Sobreira & Luis C. Nunes, 2016.
"Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(3), pages 394-411, June.
- Sobreira, Nuno & Nunes, Luis C., 2012. "Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks," Insper Working Papers wpe_290, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Alessandro Casini & Pierre Perron, 2018.
"Structural Breaks in Time Series,"
Papers
1805.03807, arXiv.org.
- 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.
- Skrobotov, Anton, 2020. "Survey on structural breaks and unit root tests," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 58, pages 96-141.
- Ioanna Konstantakopoulou, 2017. "The aggregate exports-GDP relation under the prism of infrequent trend breaks and multi-horizon causality," International Economics and Economic Policy, Springer, vol. 14(4), pages 661-689, October.
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