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Statistischer Test
stability tests
17
Turkey
8
cointegration
8
Stability tests
7
parameter stability tests
6
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5
stationary bootstrap
5
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aggregate defense spending
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aggregate output
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1
Rachdi, Houssem
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ECONIS (ZBW)
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1
On the instability of Tunisian money demand : some empirical issues with structural breaks
Mgadmi, Nidhal
;
Rachdi, Houssem
;
Saidi, Hichem
;
Guesmi, …
- In:
Journal of quantitative economics
17
(
2019
)
1
,
pp. 153-165
Persistent link: https://www.econbiz.de/10012418640
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2
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
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3
Portfolio optimization in the presence of dependent financial returns with long memory : a copula based approach
Boubaker, Heni
;
Sghaier, Nadia
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 361-377
Persistent link: https://www.econbiz.de/10009705653
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4
Computationally attractive
stability
tests
for the efficient method of moments
Sluis, Pieter J. van der
-
1997
one for the combination of sample and post-sample is required. Thispaper describes structural
stability
tests
for use with …
Persistent link: https://www.econbiz.de/10010339446
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