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Observation-driven filtering of time-varying parameters using moment conditions
Creal, Drew; Koopman, Siem Jan; Lucas, André; … - In: Journal of econometrics 238 (2024) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10015073945
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The Barnett critique after three decades : a New Keynesian analysis
Belongia, Michael T.; Ireland, Peter N. - In: Journal of econometrics 183 (2014) 1, pp. 5-21
Persistent link: https://www.econbiz.de/10010506099
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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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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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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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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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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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Estimating restricted structural change models
Perron, Pierre; Qu, Zhongjun - In: Journal of econometrics 134 (2006) 2, pp. 373-399
Persistent link: https://www.econbiz.de/10003374322
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Monitoring disruptions in financial markets
Andreou, Elena; Ghysels, Eric - In: Journal of econometrics 135 (2006) 1/2, pp. 77-124
Persistent link: https://www.econbiz.de/10003376079
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Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 157 (2010) 2, pp. 342-358
Persistent link: https://www.econbiz.de/10008662998