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Structural Break Tests Robust to Regression Misspecification
Econometrics, 2018 Structural break tests for regression models are sensitive to model misspecification. We show—analytically and through simulations—that the sup Wald test for breaks in the conditional mean and variance of a time series process exhibits severe
Alaa Abi Morshed +2 more
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Changepoint in Error-Prone Relations
Mathematics, 2021 Linear relations, containing measurement errors in input and output data, are considered. Parameters of these so-called errors-in-variables models can change at some unknown moment.
Michal Pešta
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Cointegration Tests in the Presence of Structural Breaks [PDF]
International Finance Discussion Papers, 1993 Structural breaks in stationary time series can induce apparent unit roots in those series. Thus, using recently developed recursive Monte Carlo techniques, this paper investigates the properties of several cointegration tests when the marginal process of one of the variables in the cointegrating relationship is stationary with a structural break.
David F. Hendry +2 more
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İstanbul Gelişim Üniversitesi Sosyal Bilimler Dergisi, 2023 In the study, the relationship between stock, commodity, foreign exchange and digital money markets is analyzed in a way that takes into account the structural breaks in the country's economy, and a large literature study is included. Analysis used daily
Namıka Boyacıoğlu +2 more
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Static and Dynamic Structural Symmetry Breaking [PDF]
Annals of Mathematics and Artificial Intelligence, 2006 We reconsider the idea of structural symmetry breaking (SSB) for constraint satisfaction problems (CSPs). We show that the dynamic dominance checks used in symmetry breaking by dominance-detection search for CSPs with piecewise variable and value symmetries have a static counterpart: there exists a set of constraints that can be posted at the root node
Pierre Flener +3 more
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The contribution of structural break models to forecasting macroeconomic series [PDF]
, 2014 This paper compares the forecasting performance of different models which have been proposed for forecasting in the presence of structural breaks. These models differ in their treatment of the break process, the model which applies in each regime and the
Ang +18 more
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Economies, 2023 The present study examines the relationship between FDI inflows and export performance in Bangladesh by considering the issue of structural breaks utilizing annual time-series data from 1972 to 2019.
Sayed Farrukh Ahmed +2 more
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Unit Roots and Structural Breaks [PDF]
Econometrics, 2017 This special issue deals with problems related to unit roots and structural change, and the interplay between the two.[...]
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Structural Breaks in an Endogenous Growth Model [PDF]
SSRN Electronic Journal, 2020 Abstract We study the effects of parameter uncertainty prompted by structural breaks. In our model, agents respond differently to uncertainty prompted by regime shifts in shock processes than they react to comparable perceived increases in shock volatility.
Cogley, Timothy, Jovanovic, Boyan
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Frontiers in Public Health, 2022 This paper assesses the stochastic convergence of relative per capita ecological footprints within BRICS countries over the period 1961–2017 in the field of Public Health. Our initiatives have targeted ecological Indicator and health behaviors. Using the
Jinshun Wu
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