Testing for Structural Change under Nonstationarity
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Cited by:
- Christis Katsouris, 2023. "Limit Theory under Network Dependence and Nonstationarity," Papers 2308.01418, arXiv.org, revised Aug 2023.
- Christis Katsouris, 2023. "Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models," Papers 2308.13915, arXiv.org.
- Christis Katsouris, 2023. "Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models," Papers 2307.14463, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-03-06 (Econometrics)
- NEP-ETS-2023-03-06 (Econometric Time Series)
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