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subject:"Structural break"
~accessRights:"restricted"
~isPartOf:"Financial markets and portfolio management"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Korrelation"
~subject:"Statistischer Test"
~subject:"Ölpreis"
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Structural break
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Financial markets and portfolio management
Oxford bulletin of economics and statistics
Journal of econometrics
143
Econometric reviews
59
Economics letters
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Discussion paper / Centre for Economic Policy Research
43
OECD Guidelines for the Testing of Chemicals, Section 2
43
OECD Guidelines for the Testing of Chemicals, Section 4
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric theory
33
International journal of forecasting
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16
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Finance research letters
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OECD Guidelines for the Testing of Chemicals, Section 1
11
OECD Guidelines for the Testing of Chemicals, Section 3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Computational economics
9
European journal of operational research : EJOR
9
Journal of banking & finance
9
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8
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The review of financial studies
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of production research
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Jahrbücher für Nationalökonomie und Statistik
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The review of economic studies : RES
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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The review of economics and statistics
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Testing for structural breaks in return-based style regression models
Kim, Yunmi
;
Stone, Douglas
;
Kim, Tae-hwan
- In:
Financial markets and portfolio management
35
(
2021
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10012495896
Saved in:
2
Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji
;
Skrobotov, Anton
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 514-535
Persistent link: https://www.econbiz.de/10011969523
Saved in:
3
Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Saved in:
4
Identification based on difference-in-differences approaches with multiple treatments
Fricke, Hans
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
3
,
pp. 426-433
Persistent link: https://www.econbiz.de/10011772006
Saved in:
5
Testing for granger causality in moments
Chen, Yi-Ting
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
2
,
pp. 265-288
Persistent link: https://www.econbiz.de/10011494689
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