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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Forbes, Catherine Scipione"
~person:"Perron, Pierre"
~person:"Yan, Yayi"
~subject:"Estimation theory"
~subject:"Parameter Instability"
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Search: subject_exact:"Statistischer Test"
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Estimation theory
Parameter Instability
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Statistischer Test
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Forbes, Catherine Scipione
Perron, Pierre
Yan, Yayi
Gao, Jiti
4
Peng, Bin
3
King, Maxwell L.
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Pan, Guangming
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Yang, Yanrong
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Bhowmik, Jahar L.
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Working paper / Department of Econometrics and Business Statistics, Monash University
Econometrics : open access journal
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Discussion papers / Graduate School of Economics, Hitotsubashi University
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A robust residual-based test for structural changes in factor models
Peng, Bin
;
Su, Liangjun
;
Yan, Yayi
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2024
Persistent link: https://www.econbiz.de/10014584606
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2
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
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3
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
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4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
5
Testing for common breaks in a multiple equations system
Oka, Tatsushi
;
Perron, Pierre
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2018
Persistent link: https://www.econbiz.de/10012583297
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