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Modeling time series when some observations are zero
Harvey, Andrew C.; Ito, Ryoko - In: Journal of econometrics 214 (2020) 1, pp. 33-45
Persistent link: https://www.econbiz.de/10012438084
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Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Silvennoinen, Annastiina; … - In: Journal of econometrics 239 (2024) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10015073960
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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
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Pre and post break parameter inference
Elliott, Graham; Müller, Ulrich K. - In: Journal of econometrics 180 (2014) 2, pp. 141-157
Persistent link: https://www.econbiz.de/10010433401
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Heterogeneous structural breaks in panel data models
Okui, Ryo; Wang, Wendun - In: Journal of econometrics 220 (2021) 2, pp. 447-473
Persistent link: https://www.econbiz.de/10012618524
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Inference after estimation of breaks
Andrews, Isaiah; Kitagawa, Toru; McCloskey, Adam - In: Journal of econometrics 224 (2021) 1, pp. 39-59
Persistent link: https://www.econbiz.de/10013275378
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Variable selection in panel models with breaks
Smith, Simon C.; Timmermann, Allan; Zhu, Yinchu - In: Journal of econometrics 212 (2019) 1, pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
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Estimation of heterogeneous panels with structural breaks
Baltagi, Badi H.; Qu, Feng; Kao, Chihwa - In: Journal of econometrics 191 (2016) 1, pp. 176-195
Persistent link: https://www.econbiz.de/10011598096
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Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.; Chauvet, Marcelle; Leiva-Leon, Danilo - In: Journal of econometrics 191 (2016) 2, pp. 312-324
Persistent link: https://www.econbiz.de/10011610554
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Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.; Okui, Ryo; Wang, Wendun - In: Journal of econometrics 233 (2023) 1, pp. 45-65
Persistent link: https://www.econbiz.de/10014340925