Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence

BP_estim | Breakpoint estimators for a change in persistence |

BT | function to calculate sequence of test statistics by Busetti... |

cusum | function to calculate sequence of cusum test statistics by... |

CUSUMfixed | Self-normalized CUSUM tests for structural change under long... |

CUSUMLM | CUSUM long memory test for a single change in the mean of a... |

CUSUM_simple | Simple test for change-in-mean under long memory |

cusum_test | Cusum-type test against a change in persistence |

CV | function to generate critical values. For internal use only. |

d_vec | function to extract critical values. For internal use only. |

ers_test | Unit root test by Elliot et al. (1996). For internal use only |

fb_longrun | function to estimate the fixed-b long-run variance. For... |

fixbsupw | Fixed-b sup Wald test for a single change in the mean of a... |

getCV | function to extract critical values. For internal use only. |

HLT | function to calculate unit root test to adjust test statistic... |

HLTmin | function to calculate sequence of minimum test statistics by... |

LBI | function to calculate sequence of LBI test statistics by... |

LBI_test | Locally best invariant test against a change in persistence |

LKSN | function to calculate sequence of LKSN test statistics. For... |

LKSN_test | DF-type test against a change in persistence |

LT | function to calculate sequence of test statistics by... |

memochange | memochange: Testing for Structural Breaks under Long Memory... |

MR | function to calculate sequence of test statistics by Martins... |

MR_test | LM test against a change in persistence |

pb_sim | Simulates persistence-break process |

ratio_test | Ratio-based test against a change in persistence |

snsupwald | Self-normalized sup Wald test for a single change in the mean... |

snwilcoxon | Self-normalized Wilcoxon test for a single change in the mean... |

wald_test | function to calculate wald_test. For internal use only |

wilcoxonLM | Wilcoxon long memory test for a single change in the mean of... |

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