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subject:"Structural break"
~isPartOf:"CEA_372Cass working paper series"
~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Bootstrap approach"
~subject:"Capital income"
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Search: subject_exact:"Hypothesis testing"
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Structural break
Bootstrap approach
Capital income
Statistical test
51
Statistischer Test
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16
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structural break
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Wied, Dominik
6
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3
Bücher, Axel
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King, Maxwell L.
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Zhang, Xibin
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Akram, Muhammad
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Anderson, Heather M.
1
Arnold, Matthias
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Berens, Tobias
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Berghaus, Betina
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Kao, Chihwa
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1
Perron, Pierre
1
Peruggia, Mario
1
Polak, Julia
1
Thompson, Ryan
1
Tian, Jing
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Trapani, Lorenzo
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CEA_372Cass working paper series
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
71
Economics letters
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Econometric reviews
25
CEMMAP working papers / Centre for Microdata Methods and Practice
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Econometric theory
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
International journal of forecasting
9
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9
Queen's Economics Department working paper
9
Discussion paper / Tinbergen Institute
8
Journal of empirical finance
8
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
7
Econometrics : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Cambridge working papers in economics
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Cowles Foundation Discussion Paper
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion papers / Graduate School of Economics, Hitotsubashi University
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Discussion papers of interdisciplinary research project 373
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Finance research letters
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School of Economics working papers / The University of Adelaide, School of Economics
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ECONIS (ZBW)
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Familial inference : tests for hypotheses on a family of centres
Thompson, Ryan
;
Forbes, Catherine Scipione
;
MacEachern, …
-
2023
Persistent link: https://www.econbiz.de/10014452555
Saved in:
2
Testing for common breaks in a multiple equations system
Oka, Tatsushi
;
Perron, Pierre
-
2018
Persistent link: https://www.econbiz.de/10012583297
Saved in:
3
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
-
2019
Persistent link: https://www.econbiz.de/10012606733
Saved in:
4
Detecting multiple structural breaks : dummy saturation vs sequential bootstrapping : with an application to the Fisher relationship for US
Bergamelli, Michele
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440746
Saved in:
5
A model validation procedure
Polak, Julia
;
King, Maxwell L.
;
Zhang, Xibin
-
2014
Persistent link: https://www.econbiz.de/10011780832
Saved in:
6
A completely automated optimization strategy for global minimum-variance portfolios based on a new test for structural breaks
Berens, Tobias
;
Wied, Dominik
;
Ziggel, Daniel
-
2013
Persistent link: https://www.econbiz.de/10009776171
Saved in:
7
Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel
;
Jäschke, Stefan
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009793510
Saved in:
8
Nonparametric tests for tail monotonicity
Berghaus, Betina
;
Bücher, Axel
-
2013
Persistent link: https://www.econbiz.de/10009716299
Saved in:
9
Multiple break detection in the correlation structure of financial returns
Galeano, Pedro
;
Wied, Dominik
-
2011
Persistent link: https://www.econbiz.de/10009379510
Saved in:
10
CUSUM-Type testing for changing parameters in a spatial autoregressive model of stock returns
Wied, Dominik
-
2011
Persistent link: https://www.econbiz.de/10009379646
Saved in:
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