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person:"Hall, Alastair R."
subject:"Statistische Methodenlehre"
~person:"Hodrick, Robert J."
~person:"Johansen, Søren"
~subject:"Structural break"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Structural break
Estimation theory
51
Schätztheorie
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23
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23
Time series analysis
21
Zeitreihenanalyse
21
Statistical theory
10
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8
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Kointegration
7
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1963-1989
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Hall, Alastair R.
Hodrick, Robert J.
Johansen, Søren
Leybourne, Stephen James
10
Perron, Pierre
10
Taylor, Robert
9
Harvey, David I.
7
Andrews, Donald W. K.
6
Hansen, Bruce E.
6
King, Maxwell L.
6
White, Halbert
6
Dufour, Jean-Marie
5
Ghysels, Eric
5
Godfrey, L. G.
5
Hong, Yongmiao
5
Yamamoto, Yohei
5
Florens, Jean-Pierre
4
Harris, David
4
Kuan, Chung-ming
4
Omay, Tolga
4
Ploberger, Werner
4
Robinson, Peter M.
4
Stock, James H.
4
Bauwens, Luc
3
Bera, Anil K.
3
Ericsson, Neil R.
3
Fan, Yanqin
3
Gouriéroux, Christian
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Guay, Alain
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Horowitz, Joel
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Kim, Tae-hwan
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Krämer, Walter
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Kurozumi, Eiji
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3
Nielsen, Bent
3
Oka, Tatsushi
3
Phillips, Peter C. B.
3
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Econometric reviews
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1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Journal of monetary economics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
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ECONIS (ZBW)
13
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1
Bootstrapping structural change tests
Boldea, Otilia
;
Cornea-Madeira, Adriana
;
Hall, Alastair R.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 359-397
Persistent link: https://www.econbiz.de/10012304561
Saved in:
2
Asymptotic distribution theory for break point estimators in models estimated via 2SLS
Boldea, Otilia
;
Hall, Alastair R.
;
Han, Sanggohn
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009515976
Saved in:
3
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
;
Nielsen, Bent
- In:
The methodology and practice of econometrics : a …
,
(pp. 1-36)
.
2009
Persistent link: https://www.econbiz.de/10003857820
Saved in:
4
Peso problem explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
- In:
Journal of monetary economics
48
(
2001
)
2
,
pp. 241-270
Persistent link: https://www.econbiz.de/10001610860
Saved in:
5
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
6
Asymptotic inference on cointegrating rank in partial systems
Harbo, Ingrid
;
Johansen, Søren
;
Nielsen, Bent
;
Rahbek, …
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 388-399
Persistent link: https://www.econbiz.de/10001251806
Saved in:
7
On biases in tests of the expectations hypothesis of the term structure of interest rates
Bekaert, Geert
- In:
Journal of financial economics
44
(
1997
)
3
,
pp. 309-348
Persistent link: https://www.econbiz.de/10001224560
Saved in:
8
Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie
- In:
International economic review
35
(
1994
)
1
,
pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
Saved in:
9
Estimating systems of trending variables
Johansen, Søren
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 351-386
Persistent link: https://www.econbiz.de/10001172757
Saved in:
10
Testing weak exogeneity and the order of cointegration in UK money demand data
Johansen, Søren
- In:
Journal of policy modeling : JPMOD ; a social science …
14
(
1992
)
3
,
pp. 313-334
Persistent link: https://www.econbiz.de/10001125795
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