CORDIS · 209116 · FP7

CHANGE-POINT TESTS New Results on Structural Change Tests: Theory and Applications

Coordinator: UNIVERSITY OF CYPRUS (CY)

The research project has two broad objectives and provides novel results in the literature of structural change or change-point tests. The first objective is to provide two new methods for restoring the non-monotone power problem of a large family of structural breaks tests that have been widely used in econometrics and statistics, as well as to show that these methods have additional contributions and can be extended to: (i) tests for a change in persistence, (ii) partial sums tests of cointegration and (iii) tests for changes in dynamic volatility models. The significance of these methods i…

EU contribution
€517k
Total cost
€517k
Period
2008-09-01 → 2013-08-31
Framework
Seventh Framework Programme (2007–2013)
Funding scheme
ERC-SG
Status
CLOSED

About Seventh Framework Programme (2007–2013)

The Seventh Framework Programme (FP7) ran from 2007 to 2013 and was the EU's main research-funding instrument of that period. It mobilised roughly €50 billion across cooperation projects, ERC frontier grants, Marie Curie fellowships, capacity-building actions and Euratom research. FP7 closed to new calls in 2013 but its projects continued for years after under their original grant agreements.

EU contribution: €517k awarded to the consortium. The project runs over approximately 5 years from 2008-09-01 to 2013-08-31.

Full record on CORDIS — partners, deliverables, publications, news.

Open on cordis.europa.eu →

Frequently asked questions

Who funds this research project?
This project is funded by the European Union through the Seventh Framework Programme (2007–2013) programme, under the ERC-SG funding scheme.
What is the EU contribution?
The European Commission contributes €517k toward a total project budget of €517k.
Which EU programme funds it?
The project is funded under Seventh Framework Programme (2007–2013).
Who coordinates the project?
The project is coordinated by UNIVERSITY OF CYPRUS (CY).
What is the project timeline?
The project runs from 2008-09-01 to 2013-08-31 — approximately 5 years.
Where can I find the full project record?
The complete record — partners, deliverables, publications and news — is published on CORDIS under project ID 209116.