270 Bay State Road
Boston, MA 02215
United States
Boston University - Department of Economics
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in Total Papers Citations
Bayesian estimation, Structural change, Forecasting, Long-memory, State-space models, Latent process
Change-point, Sequential procedure, Wald tests, Unit Roots, Cointegration
Structural Change, Sequential Procedure, Feasible GLS, Unit Root, Structural Breaks
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File name: jtsa.pdf Size: 1022K
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long-memory processes, semiparametric estimators, level shifts, structural
Multiple Breaks, Common Breaks, Multivariate Regressions, Joined Segmented Trend
change-point, segmented regressions, break dates, hypothesis testing, multiple equations systems
File name: obes.pdf Size: 144K
File name: ectj.pdf Size: 57K
File name: ectj.pdf Size: 365K
Structural Change, Unit Root, Median-Unbiased Estimates, GLS Procedure, Super Efficient Estimates
File name: JTSA.pdf Size: 0K
Non‐monotonic power, structural change, forecasts, long‐run variance, JEL. C22, C53
File name: OBES.pdf Size: 0K
Climate change, warming hiatus, structural break, co‐trending, principal component analysis
Fractionally integrated process, linear trend, segmented trend, spurious break, structural change.JEL. C13
File name: ECTJ.pdf Size: 0K
Cointegration, Hypothesis testing, OLS and GLS detrended data, Residuals‐based unit root tests
Change-point, Confidence intervals, Shrinking shifts, Bounded trend, Level shift
Change point; Mean shift; Local asymptotic power; Recursive residuals; Dynamic models
File name: ECTJ.pdf Size: 688K
Business‐cycle, Band spectral regression, Hours‐productivity, Low‐frequency contaminations, Multiple structural changes
File name: ECTJ.pdf Size: 1102K
Long‐memory, Low‐frequency volatility, State‐space models, Structural change
Edgeworth expansion, Continuous-time asymptotics, Stochastic expansion, Distribution function, Autoregressive model
