Narrow search
Showing 1 - 4 of 4
Cover Image
Selection of estimation window in the presence of breaks
Pesaran, M. Hashem; Timmermann, Allan - In: Journal of econometrics 137 (2007) 1, pp. 134-161
Persistent link: https://www.econbiz.de/10003425523
Cover Image
Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem; Pick, Andreas; Pranovich, Mikhail - In: Journal of econometrics 177 (2013) 2, pp. 134-152
Persistent link: https://www.econbiz.de/10010254881
Cover Image
Modelling structural breaks, long memory and stock market volatility : an overview
Banerjee, Anindya (contributor); Urga, Giovanni (contributor) - 2005
Persistent link: https://www.econbiz.de/10003172637
Cover Image
Modelling structural breaks, long memory and stock market volatility: an overview
Banerjee, Anindya; Urga, Giovanni - In: Journal of econometrics 129 (2005) 1/2, pp. 1-34
Persistent link: https://www.econbiz.de/10003172659