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Search: subject:"Trend breaks"
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Time series analysis
14
Zeitreihenanalyse
14
trend breaks
13
Structural break
10
Strukturbruch
10
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10
Einheitswurzeltest
8
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6
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ECONIS (ZBW)
14
RePEc
14
Showing
1
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10
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28
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date (oldest first)
1
Trend
breaks
and the persistence of closed‐end fund discounts
Durmaz, Nazif
;
Kim, Hyeongwoo
;
Lee, Hyejin
;
Sun, Yanfei
-
2023
Persistent link: https://www.econbiz.de/10014514160
Saved in:
2
Trend
breaks
and the persistence of closed‐end mutual fund discounts
Durmaz, Nazif
;
Kim, Hyeongwoo
;
Lee, Hyejin
;
Sun, Yanfei
-
2023
Persistent link: https://www.econbiz.de/10014249739
Saved in:
3
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
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
4
Can the Taylor rules explain exchange rate movements? : evidence from Central and Eastern European countries
Su, Chi-Wei
;
Si, Dengkui
;
Chang, Hsu-Ling
;
Li, Xiao-Lin
- In:
Argumenta oeconomica
41
(
2018
)
2
,
pp. 35-60
Persistent link: https://www.econbiz.de/10012284754
Saved in:
5
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:
6
Economic Policy Uncertainty and Economic Activity: A Focus on Infrequent Structural Shifts
Salamaliki, Paraskevi
-
Fachbereich Wirtschaftswissenschaften, Universität Konstanz
-
2015
robust to the presence of infrequent
trend
breaks
…
Persistent link: https://www.econbiz.de/10011220714
Saved in:
7
Panel LM unit root tests with level and trend shifts
Lee, Junsoo
;
Tieslau, Margie A.
- In:
Economic modelling
80
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012199158
Saved in:
8
Expanded BSADF test in the presence of breaks in time trend : a further analysis on the recent bubble phenomenon in China's stock market
Yu, Jiyu
;
Ma, Zixiang
- In:
Applied economics letters
26
(
2019
)
1
,
pp. 64-68
Persistent link: https://www.econbiz.de/10012204130
Saved in:
9
Nonlinear trend stationarity in global and hemispheric temperatures
Lai, Kon-sun
;
Yoon, Mann J.
- In:
Applied economics letters
25
(
2018
)
1
,
pp. 15-18
Persistent link: https://www.econbiz.de/10011853576
Saved in:
10
Unit root and
trend
breaks
in per capita output : evidence from sub-Saharan African countries
Zerbo, Eléazar
;
Darné, Olivier
- In:
Applied economics
50
(
2018
)
6
,
pp. 634-658
Persistent link: https://www.econbiz.de/10011847064
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