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Structural changes in high dimensional factor models
Bai, Jushan; Han, Xu - In: Frontiers of economics in China : selected publications … 11 (2016) 1, pp. 9-39
Persistent link: https://www.econbiz.de/10011473561
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Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin; Ho, Kin-Yip - In: Economic modelling 51 (2015), pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
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Clustering macroeconomic variables
Perricone, Chiara - In: Structural change and economic dynamics : SC+ED 44 (2018), pp. 23-33
Persistent link: https://www.econbiz.de/10012039777
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Unit root quantile autoregression testing with smooth structural changes
Li, Haiqi; Zheng, Chaowen - In: Finance research letters 25 (2018), pp. 83-89
Persistent link: https://www.econbiz.de/10012003465
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On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes
Cho, Dooyeon - In: Economic modelling 70 (2018), pp. 310-319
Persistent link: https://www.econbiz.de/10012027933
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Detecting structural changes under nonstationary volatility
Wu, Jilin - In: Economics letters 146 (2016), pp. 151-154
Persistent link: https://www.econbiz.de/10011619232
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A test for changing trends with monotonic power
Wu, Jilin - In: Economics letters 141 (2016), pp. 15-19
Persistent link: https://www.econbiz.de/10011616049
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Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data : the Stock and Watson data re-examined
Sandberg, Rickard - In: Economic modelling 52 (2016), pp. 699-713
Persistent link: https://www.econbiz.de/10011643003
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Analysis of structural changes in container shipping
Fan, Lixian; Yin, Jingbo - In: Maritime economics & logistics : a quarterly scientific … 18 (2016) 2, pp. 174-191
Persistent link: https://www.econbiz.de/10011586586
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Tourism forecasting performance considering the instability of demand elasticities
Smeral, Egon - In: Journal of travel research : a quarterly publication of … 56 (2017) 7, pp. 913-926
Persistent link: https://www.econbiz.de/10011731312