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RePEc
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Other ZBW resources
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21
A study on window-size selection for threshold and bootstrap value-at-risk models
Smith, Anri
;
Huang, Chun-Kai
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012373140
Saved in:
22
Measuring the US NAIRU as a step function
Yamada, Hiroshi
;
Yoon, Gawon
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
4
,
pp. 1679-1688
Persistent link: https://www.econbiz.de/10011661896
Saved in:
23
Testing-effort dependent software reliability assessment integrating change point, imperfect debugging and FRF
Arora, Rajat
;
Aggarwal, Anu Gupta
;
Mittal, Rubina
- In:
Strategic system assurance and business analytics
,
(pp. 477-489)
.
2020
Persistent link: https://www.econbiz.de/10012241888
Saved in:
24
Robust inference for threshold regression models
Hidalgo, Javier
;
Lee, Jungyoon
;
Seo, Myung Hwan
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 291-309
Persistent link: https://www.econbiz.de/10012303525
Saved in:
25
A change point estimation problem related to age replacement policies
Khan, Ruhul Ali
;
Bhattacharyya, Dhrubasish
;
Mitra, Murari
- In:
Operations research letters
48
(
2020
)
2
,
pp. 105-108
Persistent link: https://www.econbiz.de/10012254019
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26
Change point tests in functional factor models with application to Yield curves
Bardsley, Patrick
;
Horváth, Lajos
;
Kokoszka, Piotr
; …
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 86-117
Persistent link: https://www.econbiz.de/10011719969
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27
An NHPP SRGM with change point and multiple releases
Tandon, Abhishek
;
Aggarwal, Anu Gupta
;
Nijhawan, Nidhi
- In:
International journal of information systems in the …
8
(
2016
)
4
,
pp. 57-68
Persistent link: https://www.econbiz.de/10011584143
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28
The structural change of mutual fund herding in China stock market
Pan, Wanbin
;
Shan, Jun
- In:
Corporate ownership & control : international …
12
(
2014/2015
)
3
,
pp. 48-54
Persistent link: https://www.econbiz.de/10011589670
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29
Jump-preserving varying-coefficient models for nonlinear time series
Čížek, Pavel
;
Koo, Chao Hui
-
2016
Persistent link: https://www.econbiz.de/10011643235
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30
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
Qian, Junhui
;
Su, Liangjun
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 86-109
Persistent link: https://www.econbiz.de/10011594639
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