Fixed-Bandwidth CUSUM Tests Under Long Memory
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References listed on IDEAS
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More about this item
KeywordsFixed-bandwidth asymptotics; Fractional Integration; Long Memory; Structural Breaks;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2018-12-17 (Econometrics)
- NEP-ETS-2018-12-17 (Econometric Time Series)
- NEP-ORE-2018-12-17 (Operations Research)
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