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Signal extraction : efficient estimation, "unit root"-tests and early detection of turning points
Wildi, Marc - 2005
) is an inefficient estimation method because it relies on one-step ahead forecasting performances (of a model) whereas the …-step ahead forecasting performances too. The gain in efficiency obtained by the new estimation method is analyzed in great detail …
Persistent link: https://www.econbiz.de/10002146218
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The Dickey-Fuller-test for exponential random walks
Davies, Laurie; Krämer, Walter - 2000
Persistent link: https://www.econbiz.de/10001601941
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Testing for unit roots in the context of misspecified logarithmic random walks
Krämer, Walter; Davies, Laurie - 2000
Persistent link: https://www.econbiz.de/10001601944
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Statistische Besonderheiten von Finanzmarktdaten
Krämer, Walter - 2000
Persistent link: https://www.econbiz.de/10001574290
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Testing for structural change in the presence of long memory
Krämer, Walter; Sibbertsen, Philipp - 2000
Persistent link: https://www.econbiz.de/10001601950
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Monitoring structural change in dynamic econometric models
Zeileis, Achim; Leisch, Friedrich; Kleiber, Christian; … - 2002
Persistent link: https://www.econbiz.de/10001742139
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Testing and dating of structural changes in practice
Zeileis, Achim; Kleiber, Christian; Krämer, Walter; … - 2002
Persistent link: https://www.econbiz.de/10001742246
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Bargaining power and the labor share : a structural break approach
Kraft, Kornelius; Lammers, Alexander - Sonderforschungsbereich Statistical Modelling of … - 2021
Persistent link: https://www.econbiz.de/10012592768
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Réflexions sur le contenu empirique des théories économiques
Hildenbrand, Werner - 1994
Persistent link: https://www.econbiz.de/10000894659
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Germany before and after unification : a structural VAR analysis
Weber, Axel A. - 1996 - Rev
Persistent link: https://www.econbiz.de/10000591836