13 citations · 33 across the 8 of their papers we have counts for
Showing 2018 · econ.EMShow all
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econ.EM2018
Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures
Dukpa Kim, Tatsushi Oka, Francisco Estrada +1
What transpires from recent research is that temperatures and radiative forcing seem to be characterized by a linear trend with two changes in the rate of growth. The first occurs…
econ.EM2018★ 5 cited
Structural Breaks in Time Series
Alessandro Casini, Pierre Perron
This chapter covers methodological issues related to estimation, testing and computation for models involving structural changes. Our aim is to review developments as they relate t…
econ.EM2018
Continuous Record Laplace-based Inference about the Break Date in Structural Change Models
Alessandro Casini, Pierre Perron
Building upon the continuous record asymptotic framework recently introduced by Casini and Perron (2018a) for inference in structural change models, we propose a Laplace-based (Qua…