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Testing for structural breaks...
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Showing
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1
Bootstrapping sequential tests for multiple structural breaks
Banerjee, Anindya
;
Lazarova, Stephana
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10000670030
Saved in:
2
Issues in estimating New-Keynesian Phillips Curves in the presence of unknown structural change
Kulish, Mariano
;
Pagan, Adrian R.
-
2013
Persistent link: https://www.econbiz.de/10010357476
Saved in:
3
Testing for structural breaks with local smoothers : a
simulation
study
Öztürk, Serda Selin
;
Stengos, Thanasēs
- In:
Economics letters
125
(
2014
)
1
,
pp. 119-122
Persistent link: https://www.econbiz.de/10010504741
Saved in:
4
Bootstrapping sequential tests for multiple structural breaks
Banerjee, Anindya
;
Lazarová, Stěpána
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10000990146
Saved in:
5
Bootstrapping sequential tests for multiple structural breaks
Banerjee, Anindya
;
Lazarova, Stepana
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10001354292
Saved in:
6
Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele
;
Bianchi, Annamaria
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
Saved in:
7
Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10010225253
Saved in:
8
Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null
Sollis, Robert
- In:
Journal of time series econometrics
8
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011440443
Saved in:
9
Automated portfolio optimization based on a new test for structural breaks
Berens, Tobias
;
Wied, Dominik
;
Ziggel, Daniel
- In:
Acta Universitatis Danubius / Oeconomica
10
(
2014
)
2
,
pp. 243-264
Persistent link: https://www.econbiz.de/10010401331
Saved in:
10
Vector autoregressions with parsimoniously time varying parameters and an application to monetary policy
Callot, Laurent
;
Kristensen, Johannes Tang
-
2014
of non zero increments grows slower than √T . By
simulation
experiments we investigate the properties of the Lasso and …
Persistent link: https://www.econbiz.de/10010433901
Saved in:
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