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ECONIS (ZBW)
307
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1
Extreme-quantile tracking for financial time series
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Sardy, S.
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 44-52
Persistent link: https://www.econbiz.de/10010473421
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2
Misspecified structural change, threshold, and Markov-switching models
Carrasco, Marine
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 239-273
Persistent link: https://www.econbiz.de/10001689014
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3
The power of tests of predictive ability in the presence of structural breaks
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10002439348
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4
ArCo : an artificial counterfactual approach for high-dimensional panel time-series data
Carvalho, Carlos Viana de
;
Masini, Ricardo
;
Medeiros, …
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 352-380
Persistent link: https://www.econbiz.de/10012116360
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5
Non-causality in bivariate binary time series
Mosconi, Rocco
;
Seri, Raffaello
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 379-407
Persistent link: https://www.econbiz.de/10003348760
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6
Quality control for structural credit risk models
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 364-375
Persistent link: https://www.econbiz.de/10003783002
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7
Testing for structural change in regression quantiles
Qu, Zhongjun
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 170-184
Persistent link: https://www.econbiz.de/10003778281
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8
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
Kim, Dukpa
;
Perron, Pierre
- In:
Journal of econometrics
149
(
2009
)
1
,
pp. 26-51
Persistent link: https://www.econbiz.de/10003833721
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9
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases
Caner, Mehmet
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 28-67
Persistent link: https://www.econbiz.de/10003425500
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10
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
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