Pang, Tianxiao and Zhang, Danna and Chong, Terence Tai-Leung (2013): Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases. Published in: Journal of Time Series Analysis , Vol. 2, No. 35 (1 March 2014): pp. 133-150.
Chong, Terence Tai Leung and Pang, Tianxiao and Zhang, Danna and Liang, Yanling (2017): Structural change in non-stationary AR(1) models. Forthcoming in: Econometric Theory
Chong, Terence Tai Leung and Ding, Yue and Pang, Tianxiao (2017): Extreme Risk Value and Dependence Structure of the China Securities Index 300. Published in: Economics Bulletin , Vol. 37, No. 1 (20 March 2017): pp. 520-529.
Pang, Tianxiao and Du, Lingjie and Chong, Terence Tai Leung (2018): Estimating Multiple Breaks in Nonstationary Autoregressive Models.
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