Testing for structural change in regression with long memory processes

Bootstrap Methods: Another Look at the Jackknife

B. Efron · The Annals of Statistics · 1979 · 17.4K citations · Full text

Public Health, Biostatistics, Statistical Computing +15

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Techniques for Testing the Constancy of Regression Relationships Over Time

R. L. Brown, J. Durbin, Jessica Evans · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1975 · 5K citations

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

Management, Business Economics, Change Measurement +14

AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

Clive W. J. Granger, Roselyne Joyeux · Journal of Time Series Analysis · 1980 · 3.4K citations

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