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, Unit Root, Median-Unbiased Estimates, GLS Procedure, Super Efficient Estimates
Structural Change, Sequential Procedure, Feasible GLS, Unit Root, Structural Breaks
change-point, segmented regressions, break dates, hypothesis testing, multiple equations systems
long-memory processes, semiparametric estimators, level shifts, structural
Multiple Breaks, Common Breaks, Multivariate Regressions, Joined Segmented Trend
Feasible Generalized Least-Squares, GMM, Phillips Curve, Autoregressive Filtering, Instrumental Variables.
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
