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source:"econis"
subject:"Schätztheorie"
~accessRights:"restricted"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Metrika : international journal for theoretical and applied statistics"
~subject:"Structural break"
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Schätztheorie
Structural break
Theorie
128
Theory
128
Time series analysis
33
Zeitreihenanalyse
33
Nichtparametrisches Verfahren
20
Nonparametric statistics
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Bayes-Statistik
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Hong, Yongmiao
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Camponovo, Lorenzo
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Creal, Drew
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Econometric theory
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Metrika : international journal for theoretical and applied statistics
Discussion paper / Centre for Economic Policy Research
29
Working paper / National Bureau of Economic Research, Inc.
17
Economics letters
16
SpringerLink / Bücher
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of forecasting
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International review of economics & finance : IREF
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International review of financial analysis
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Oxford bulletin of economics and statistics
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The econometrics journal
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Finance research letters
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ECONIS (ZBW)
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1
On multiple structural breaks in distribution : an empirical characteristic function approach
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Econometric theory
39
(
2023
)
3
,
pp. 534-581
Persistent link: https://www.econbiz.de/10014306649
Saved in:
2
Generalized laplace inference in multiple change-points models
Casini, Alessandro
;
Perron, Pierre
- In:
Econometric theory
38
(
2022
)
1
,
pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
Saved in:
3
Structural volatility impulse response function and asymptotic inference
Liu, Xiaochun
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 316-339
Persistent link: https://www.econbiz.de/10011987769
Saved in:
4
Structural change in nonstationary AR(1) models
Pang, Tianxiao
;
Chong, Terence Tai-Leung
;
Zhang, Danna
; …
- In:
Econometric theory
34
(
2018
)
5
,
pp. 985-1017
Persistent link: https://www.econbiz.de/10011951449
Saved in:
5
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
6
Detecting for smooth structural changes in GARCH models
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
32
(
2016
)
3
,
pp. 740-791
Persistent link: https://www.econbiz.de/10011606827
Saved in:
7
Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
Saved in:
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