Testing for persistence change in fractionally integrated models: An application to world inflation rates

Estimating and Testing Linear Models with Multiple Structural Changes

Jushan Bai, Pierre Perrón · Econometrica · 1998 · 6K citations · Full text

Social Sciences, Economics, Change Measurement +13

Tests for Parameter Instability and Structural Change With Unknown Change Point

Donald W. K. Andrews · Econometrica · 1993 · 4.3K citations

Management, Business Economics, Change Measurement +14

THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

John Geweke, Susan Porter‐Hudak · Journal of Time Series Analysis · 1983 · 3K citations

Business, Economics, Econometrics +16

Output Fluctuations in the United States: What Has Changed since the Early 1980's?

Gabriel Pérez‐Quirós, Margaret M. McConnell · RePEc: Research Papers in Economics · 2K citations

Social Sciences, Economics, Economic History +12

Long memory processes and fractional integration in econometrics

Richard T. Baillie · Journal of Econometrics · 1996 · 1.9K citations

Social Sciences, Economics, Mathematics +14