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Search: subject_exact:"Structural change test"
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CREATES research paper
Applied economics
128
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94
Journal of econometrics
82
Economics letters
80
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63
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59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
2
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
3
Forecasting long memory series subject to structural change : a two-stage approach
Papailias, Fotis
;
Dias, Gustavo Fruet
-
2014
Persistent link: https://www.econbiz.de/10010442405
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4
Long memory and structural breaks in realized volatility : an irreversible Markov switching approach
Nonejad, Nima
-
2013
Persistent link: https://www.econbiz.de/10009782698
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5
A mixture innovation heterogeneous autoregressive model for structural breaks and long memory
Nonejad, Nima
-
2013
Persistent link: https://www.econbiz.de/10009782709
Saved in:
6
Unit roots, nonlinearities and structural breaks
Haldrup, Niels
;
Kruse, Robinson
;
Teräsvirta, Timo
; …
-
2012
Persistent link: https://www.econbiz.de/10009524063
Saved in:
7
Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric
;
Medeiros, Marcelo C.
-
2012
Persistent link: https://www.econbiz.de/10009562841
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8
On European monetary integration and the persistence of real effective exchange rates
Kruse, Robinson
-
2010
Persistent link: https://www.econbiz.de/10003978309
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9
Milestones of European integration : which matters most for export openness?
Hiller, Sanne
;
Kruse, Robinson
-
2010
Persistent link: https://www.econbiz.de/10003981200
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10
Detecting structural break using hidden Markov models
Ntantamis, Christos
-
2010
Persistent link: https://www.econbiz.de/10008651653
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