Structural change in AR(1) models
Year of publication: |
2001
|
---|---|
Authors: | Chong, Terence Tai-Leung |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 17.2001, 1, p. 87-155
|
Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Theorie | Theory |
-
Another look into the factor model black box : factor interpretation and structural (in)stability
Despois, Thomas, (2019)
-
Testing structural break in the relationship between exchange rate and macroeconomic variables
Jeelani, Saidia, (2019)
-
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Chan, Joshua, (2016)
- More ...
-
Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong, (2012)
-
A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS
CHONG, TERENCE TAI-LEUNG, (2013)
-
Pang, Tianxiao, (2014)
- More ...