In a recent paper, Bai and Perron(1998) present a comprehensive treatment of issues related to the estimation of linear models with multiple structural changes. They consider the properties of the estimators, including the estimates of the break dates, and the construction of the tests that allow inference to be made about the presence of structural change and the number of breaks. Following th...

We discuss the gravitational Higgs mechanism in domain wall background solutions that arise in the theory of 5-dimensional Einstein-Hilbert gravity coupled to a scalar field with a non-trivial potential. The scalar fluctuations in such backgrounds can be completely gauged away, and so can be the graviphoton fluctuations. On the other hand, we show that the graviscalar fluctuations do not have n...

In this paper we evaluate the performance of several structural break tests under various DGPs. Concretely we look at size and power properties of CUSUM based, LM and Wald volatility break tests. In a simulation study we derive the properties of the tests under shifts in the unconditional and conditional variance as well as for smooth shifts in the volatility process. Our results indicate that ...

This paper investigates the relationship between geothermal energy consumption, economic growth, and foreign direct investments in countries where production is possible. Panel Fourier Granger causality panel Toda–Yamamoto tests (2020–2021) were applied, which can take into account smooth transitional structural breaks with trigonometric functions using quarterly data for period 2016 Q1–2020 Q3...

Solitons and cavitons (the latter are localized solutions with singularities) for the nonlocal Whitham equations studied. The fourth order differential equation traveling waves a parameter in front of derivative is reduced to reversible Hamiltonian system defined on two-sheeted four-dimensional space. Solutions which stay one sheet represent smooth but those perform transitions through branchin...

In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean norm data-dependent vector. Examples that can be cast into this frame include threshold regression models with estimated thresholds and structural break dates. Estimation inference procedures ignore randomness severely biased misleading when is non-negligible. This paper studies cond...