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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:"Parameter Instability"
~subject:"Statistischer Test"
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Parameter Instability
Statistischer Test
Statistical test
6
Estimation theory
5
Schätztheorie
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Time series analysis
4
Zeitreihenanalyse
4
Estimation
2
Schätzung
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Structural break
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Strukturbruch
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VAR model
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VAR-Modell
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hypothesis testing
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Bayesian inference
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Bivariate jump diffusion model
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Multivariate analysis
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Nichtparametrisches Verfahren
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Nonparametric jump measures
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Nonparametric statistics
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Forbes, Catherine Scipione
Perron, Pierre
Yan, Yayi
Gao, Jiti
7
King, Maxwell L.
3
Martin, Gael M.
3
Pan, Guangming
3
Peng, Bin
3
Poskitt, Donald Stephen
3
Yang, Yanrong
3
Anderson, Heather M.
2
Forchini, Giovanni
2
Maneesoonthorn, Worapree
2
Zhang, Xibin
2
Akram, Muhammad
1
Bhowmik, Jahar L.
1
Elias, Matthew J.
1
Frazier, David T.
1
Freeland, Keith
1
Guo, Meihui
1
Han, Xiao
1
He, Yi
1
Jaidee, Sombut
1
Juodis, Artūras
1
Karavias, Yiannis
1
Liao, Yin
1
Loiza-Maya, Ruben
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MacEachern, Steven N.
1
MacLean, Alan
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McCabe, Brendan Peter Martin
1
Oka, Tatsushi
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Peruggia, Mario
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Polak, Julia
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Rahman Khan, Md. Atikur
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Ramírez, Andrés
1
Sarafidis, Vasilis
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Sengarapillai, Arivalzahan
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Skeels, Christopher L.
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Su, Liangjun
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
5
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Discussion papers / Graduate School of Economics, Hitotsubashi University
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Econometrics : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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IMES discussion paper series
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ECONIS (ZBW)
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A robust residual-based test for structural changes in factor models
Peng, Bin
;
Su, Liangjun
;
Yan, Yayi
-
2024
Persistent link: https://www.econbiz.de/10014584606
Saved in:
2
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:
3
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
Saved in:
4
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
5
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:
6
Testing for common breaks in a multiple equations system
Oka, Tatsushi
;
Perron, Pierre
-
2018
Persistent link: https://www.econbiz.de/10012583297
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