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Change point estimation in regressions with I(d) variables

https://doi.org/10.1016/s0165-1765(00)00361-x

11/11 checkable references clean · checked 2026-08-09

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

The 11 checked references that resolve

resolves10.2307/2938229

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

resolves10.2307/2951764

Tests for Parameter Instability and Structural Change With Unknown Change Point

resolves10.2307/2951753

Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

resolves10.1111/j.1467-9892.1994.tb00204.x

LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES

resolves10.1162/003465397557132

Estimation of a Change Point in Multiple Regression Models

resolves10.1017/S0266466698145061

A NOTE ON SPURIOUS BREAK

resolves10.1111/1467-9892.00117

Change‐Point Estimation of Fractionally Integrated Processes

resolves10.1017/S0266466600009713

Spurious Break

resolves10.1214/aos/1176349042

The Effect of Serial Correlation on Tests for Parameter Change at Unknown Time

resolves10.1007/BF00736047

Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence

resolves10.1016/S0304-4076(99)00056-1

The spurious regression of fractionally integrated processes

What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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