//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"McCracken, Michael W."
~person:"Kejriwal, Mohitosh"
~person:"Westerlund, Joakim"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"CUSUM"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Structural break
15
Strukturbruch
15
Panel
8
Panel study
8
Time series analysis
6
Zeitreihenanalyse
6
Cointegration
5
Einheitswurzeltest
5
Kointegration
5
Unit root test
5
Theorie
4
Theory
4
Estimation theory
3
Panel data
3
Schätztheorie
3
Statistical test
3
Statistischer Test
3
Börsenkurs
2
Estimation
2
Forecasting model
2
Kaufkraftparität
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
OECD countries
2
OECD-Staaten
2
Prognoseverfahren
2
Purchasing power parity
2
Regression analysis
2
Regressionsanalyse
2
Schätzung
2
Share price
2
Structural change
2
1973-1997
1
7901 05-05-14; 7835/0206
1
ARCH model
1
ARCH-Modell
1
Agrarboden
1
Agrarpreis
1
Agricultural price
1
Agricultural soil
1
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
Book / Working Paper
24
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
McCracken, Michael W.
Kejriwal, Mohitosh
Westerlund, Joakim
Gil-Alaña, Luis A.
39
Perron, Pierre
26
Chang, Tsangyao
25
Leybourne, Stephen James
24
Narayan, Paresh Kumar
23
Lee, Chien-chiang
21
Harvey, David I.
17
Carrion i Silvestre, Josep Lluís
16
Lee, Junsoo
16
Taylor, Robert
16
Smyth, Russell
15
Tiwari, Aviral Kumar
15
Pesaran, M. Hashem
14
Tamarit Escalona, Cecilio R.
14
Caporale, Guglielmo Maria
13
Cuestas, Juan Carlos
13
Gupta, Rangan
13
Hendry, David F.
13
Wohar, Mark E.
13
Nazlıoğlu, Şaban
12
Omay, Tolga
12
Ranjbar, Omid
12
Camarero Olivas, Mariam
11
Malik, Farooq
11
Montañés, Antonio
11
Timmermann, Allan
11
Su, Chi-Wei
10
Chang, Hsu-Ling
9
Gadea, María Dolores
9
Katrakilides, K.
9
Kumar, Saten
9
Newbold, Paul
9
Osborn, Denise R.
9
Romero-Ávila, Diego
9
Singh, Tarlok
9
Strazicich, Mark
9
Castle, Jennifer
8
Cuñado Eizaguirre, Juncal
8
Esteve García, Vicente
8
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Econometric reviews
1
Economic modelling
1
Economics letters
1
European review of agricultural economics : ERAE
1
International economic review
1
Journal of econometrics
1
Journal of international financial markets, institutions & money
1
The Manchester School
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
2
Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
Saved in:
3
Breaks in persistence in fixed-T panel data
Westerlund, Joakim
;
Nordström, Marcus
- In:
Economics letters
205
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013204922
Saved in:
4
A GARCH model for testing market efficiency
Narayan, Paresh Kumar
;
Liu, Ruipeng
;
Westerlund, Joakim
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
Saved in:
5
Breaks, trends and unit roots in commodity prices : a robust investigation
Ghoshray, Atanu
;
Kejriwal, Mohitosh
;
Wohar, Mark E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10010347340
Saved in:
6
Unit roots, level shifts, and trend breaks in per capita output : a robust evaluation
Kejriwal, Mohitosh
;
Lopez, Claude
- In:
Econometric reviews
32
(
2013
)
8
,
pp. 892-927
Persistent link: https://www.econbiz.de/10009758610
Saved in:
7
Testing for unit roots in panel time-series models with multiple level breaks
Westerlund, Joakim
- In:
The Manchester School
80
(
2012
)
6
,
pp. 671-699
Persistent link: https://www.econbiz.de/10009744359
Saved in:
8
Testing for multiple structural changes iin cointegrated regression models
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 503-522
Persistent link: https://www.econbiz.de/10008736147
Saved in:
9
Panel cointegration and the monetary exchange rate model
Basher, Syed Abul
;
Westerlund, Joakim
- In:
Economic modelling
26
(
2009
)
2
,
pp. 506-513
Persistent link: https://www.econbiz.de/10003839843
Saved in:
10
Improving forecast accuracy by combining recursive and rolling forecasts
Clark, Todd E.
;
McCracken, Michael W.
- In:
International economic review
50
(
2009
)
2
,
pp. 363-395
Persistent link: https://www.econbiz.de/10003843049
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->