270 Bay State Road
Boston, MA 02215
Boston University - Department of Economics
in Total Papers Downloads
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
Non‐monotonic power, structural change, forecasts, long‐run variance, JEL. C22, C53
Fractionally integrated process, linear trend, segmented trend, spurious break, structural change.JEL. C13
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
Long‐memory, Low‐frequency volatility, State‐space models, Structural change
Business‐cycle, Band spectral regression, Hours‐productivity, Low‐frequency contaminations, Multiple structural changes
Edgeworth expansion, Continuous-time asymptotics, Stochastic expansion, Distribution function, Autoregressive model
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