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~isPartOf:"Journal of econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Strukturbruch"
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Search: subject_exact:"Trend-cycle estimation"
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Strukturbruch
Time series analysis
890
Zeitreihenanalyse
890
Theorie
478
Theory
478
Estimation theory
371
Schätztheorie
371
Estimation
124
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107
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Leybourne, Stephen James
6
Taylor, Robert
6
Kleiber, Christian
5
Krämer, Walter
5
Sibbertsen, Philipp
5
Harvey, David I.
4
Hornik, Kurt
4
Zeileis, Achim
4
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3
Hendry, David F.
3
Perron, Pierre
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2
Leisch, Friedrich
2
Pick, Andreas
2
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1
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1
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1
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1
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1
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1
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Du, Lingjie
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Elliott, Graham
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Fengler, Matthias
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Giraitis, Luidas
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Gonzalo, Jesús
1
Hancock, Stacey A.
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Hsiao, Cheng
1
Huang, Liquan
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Applied economics
40
Economics letters
31
Economic modelling
29
Applied economics letters
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Energy economics
15
CESifo working papers
14
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
International review of economics & finance : IREF
13
CREATES research paper
11
Discussion paper / Tinbergen Institute
11
Econometrics : open access journal
9
Department of Economics discussion paper series / University of Oxford
8
Econometric reviews
8
Econometric theory
8
Economics and finance working paper series
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
International Journal of Energy Economics and Policy : IJEEP
8
International journal of forecasting
8
Journal of applied econometrics
8
Journal of forecasting
8
Journal of time series econometrics
8
Journal of economics and finance
7
Journal of macroeconomics
7
NBER working paper series
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The econometrics journal
7
The empirical economics letters : a monthly international journal of economics
7
CAMA working paper series
6
Discussion paper / Centre for Economic Forecasting
6
Finance research letters
6
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Oxford bulletin of economics and statistics
6
CBN journal of applied statistics
5
CESifo Working Paper Series
5
Cambridge working papers in economics
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
41
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1
Group fused Lasso for large factor models with multiple structural breaks
Ma, Chenchen
;
Tu, Yundong
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 132-154
Persistent link: https://www.econbiz.de/10014340971
Saved in:
2
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
3
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
4
Estimating multiple breaks in nonstationary autoregressive models
Pang, Tianxiao
;
Du, Lingjie
;
Chong, Terence Tai-Leung
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 277-311
Persistent link: https://www.econbiz.de/10012618836
Saved in:
5
Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro
;
Perron, Pierre
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
Saved in:
6
Relevant parameter changes in structural break models
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 46-78
Persistent link: https://www.econbiz.de/10012482738
Saved in:
7
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa
;
Oka, Tatsushi
;
Estrada, Francisco
;
Perron, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
Saved in:
8
Does modeling a structural break improve forecast accuracy?
Boot, Tom
;
Pick, Andreas
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012439152
Saved in:
9
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
10
Estimation of large dimensional factor models with an unknown number of breaks
Ma, Shujie
;
Su, Liangjun
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012116087
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