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Estimating Deterministic Trends with an Integrated or Stationary Noise Component. (2006). Yabu, Tomoyoshi ; Perron, Pierre.
In: Boston University - Department of Economics - Working Papers Series.
RePEc:bos:wpaper:wp2006-012.

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Cited: 6

Citations received by this document

Cites: 27

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Cocites: 50

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Citations received by this document

  1. Effectiveness of Government Policies in Response to the COVID-19 Outbreak. (2021). Panagiotidis, Theodore ; Dergiades, Theologos ; Mossialos, Elias ; Milas, Costas.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2021_05.

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  2. Bootstrap tests for structural breaks when the regressors and the serially correlated error term are unstable. (2021). Lee, Dongjin.
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:73:y:2021:i:2:p:212-229.

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  3. Unit roots, non-linearities and structural breaks. (2013). Haldrup, Niels ; Tersvirta, Timo ; Kruse, Robinson ; Varneskov, Rasmus T..
    In: Chapters.
    RePEc:elg:eechap:14327_4.

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  4. The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001.. (2007). Travaglini, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:3419.

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  5. Testing for a unit root in the presence of a possible break in trend. (2007). Taylor, Robert ; Leybourne, Stephen ; Harris, David ; Harvey, David ; A. M. Robert Taylor, .
    In: Discussion Papers.
    RePEc:not:notgts:07/04.

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  6. Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process. (2007). Nagakura, Daisuke.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:07-e-20.

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References

References cited by this document

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