270 Bay State Road
Boston, MA 02215
United States
Boston University - Department of Economics
SSRN RANKINGS
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
long-memory processes, semiparametric estimators, level shifts, structural
Structural Change, Unit Root, Median-Unbiased Estimates, GLS Procedure, Super Efficient Estimates
change-point, segmented regressions, break dates, hypothesis testing, multiple equations systems
Multiple Breaks, Common Breaks, Multivariate Regressions, Joined Segmented Trend
heteroskedasticity, multiple structural changes, sequential procedure, unit root, Wald tests, wild bootstrap
Non‐monotonic power, structural change, forecasts, long‐run variance, JEL. C22, C53
Climate change, warming hiatus, structural break, co‐trending, principal component analysis
Fractionally integrated process, linear trend, segmented trend, spurious break, structural change.JEL. C13
Change-point, Confidence intervals, Shrinking shifts, Bounded trend, Level shift
Change point; Mean shift; Local asymptotic power; Recursive residuals; Dynamic models
Edgeworth expansion, Continuous-time asymptotics, Stochastic expansion, Distribution function, Autoregressive model