//--> //--> //--> //-->
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
~isPartOf:"Econometric reviews"
~isPartOf:"The econometrics journal"
~subject:"Estimation"
~subject:"Schätztheorie"
~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:"Change-point analysis"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Schätztheorie
Structural break
46
Strukturbruch
46
Theorie
23
Theory
23
Estimation theory
19
Time series analysis
16
Zeitreihenanalyse
16
Statistical test
12
Statistischer Test
12
Einheitswurzeltest
10
Unit root test
10
Schätzung
9
Cointegration
6
Kointegration
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Panel
5
Panel study
5
Method of moments
4
Momentenmethode
4
Structural change
4
ARCH model
3
ARCH-Modell
3
Autocorrelation
3
Autokorrelation
3
Bayes-Statistik
3
Bayesian inference
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Phillips curve
3
Phillips-Kurve
3
Structural breaks
3
USA
3
United States
3
Bootstrap
2
Expectations
2
Heteroscedasticity
2
Heteroskedastizität
2
more ...
less ...
Online availability
All
Undetermined
14
Free
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Kim, Dukpa
2
Perron, Pierre
2
Yamamoto, Yohei
2
Antoch, Jaromír
1
Beutner, Eric
1
Boldea, Otilia
1
Brown, Jennifer A.
1
Cappelli, Carmela
1
Carrion i Silvestre, Josep Lluís
1
Castle, Jennifer
1
Demetrescu, Matei
1
Doornik, Jurgen A.
1
Guay, Alain
1
Guo, Zheng-feng
1
Hall, Alastair R.
1
Halunga, Andreea G.
1
Han, Sanggohn
1
Hanousek, Jan
1
Hendry, David F.
1
Horváth, Lajos
1
Hušková, Marie
1
Jiang, Liang
1
Jochmann, Markus
1
Kulish, Mariano
1
Lamarche, Jean-François
1
Leccadito, Arturo
1
Li, Ye
1
Lin, Yicong
1
Nymoen, Ragnar
1
Pagan, Adrian R.
1
Pesaran, M. Hashem
1
Pettenuzzo, Davide
1
Pitarakis, Jean-Yves
1
Rachedi, Omar
1
Rea, William S.
1
Reale, Marco
1
Sarafidis, Vasilis
1
Savva, Christos S.
1
Shintani, Mototsugu
1
Silvapulle, Mervyn J.
1
more ...
less ...
Published in...
All
Econometric reviews
The econometrics journal
Applied economics
50
Economic modelling
44
Journal of econometrics
41
Applied economics letters
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Economics letters
21
Energy economics
20
International review of economics & finance : IREF
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Journal of international financial markets, institutions & money
10
Econometrics : open access journal
9
Finance research letters
9
Journal of time series econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
9
International Journal of Energy Economics and Policy : IJEEP
8
International journal of economics and financial issues : IJEFI
8
International review of financial analysis
8
Journal of banking & finance
8
CBN journal of applied statistics
7
Journal of economics and finance
7
Journal of empirical finance
7
Journal of quantitative economics
7
Applied financial economics
6
Econometric theory
6
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of economic perspectives : IJEP
6
Journal of applied econometrics
6
Journal of macroeconomics
6
The empirical economics letters : a monthly international journal of economics
6
International journal of economics and finance
5
International journal of finance & economics : IJFE
5
International journal of forecasting
5
Journal of forecasting
5
Journal of money, credit and banking : JMCB
5
Oxford bulletin of economics and statistics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
2
An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation
Sun, Yixiao
;
Wang, Xuexin
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 177-206
Persistent link: https://www.econbiz.de/10013167603
Saved in:
3
In-fill asymptotic theory for structural break point in autoregressions
Jiang, Liang
;
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10012515605
Saved in:
4
A new structural break test for panels with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 137-155
Persistent link: https://www.econbiz.de/10012167253
Saved in:
5
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
Halunga, Andreea G.
;
Savva, Christos S.
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 660-678
Persistent link: https://www.econbiz.de/10012181343
Saved in:
6
Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromír
;
Hanousek, Jan
;
Horváth, Lajos
; …
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 828-855
Persistent link: https://www.econbiz.de/10012181361
Saved in:
7
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 881-898
Persistent link: https://www.econbiz.de/10012181371
Saved in:
8
Testing for constant correlation of filtered series under structural change
Demetrescu, Matei
;
Wied, Dominik
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 10-33
Persistent link: https://www.econbiz.de/10012166648
Saved in:
9
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
10
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 974-999
Persistent link: https://www.econbiz.de/10012040525
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->