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subject:"United States"
~isPartOf:"Journal of econometrics"
~subject:"Structural break"
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Search: subject_exact:"Time series analysis"
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United States
Structural break
Zeitreihenanalyse
673
Time series analysis
672
Theorie
326
Theory
326
Estimation theory
308
Schätztheorie
308
Estimation
115
Schätzung
114
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Leybourne, Stephen James
6
Taylor, Robert
6
Harvey, David I.
4
Castle, Jennifer
3
Hendry, David F.
3
Perron, Pierre
3
Andersen, Torben
2
Chen, Xiaohong
2
Harris, David
2
Miller, J. Isaac
2
Park, Joon Y.
2
Pesaran, M. Hashem
2
Pick, Andreas
2
Altissimo, Filippo
1
Baltagi, Badi H.
1
Barnett, William A.
1
Bauwens, Luc
1
Blasques, F.
1
Boot, Tom
1
Breidt, F. Jay
1
Breitung, Jörg
1
Candelon, Bertrand
1
Carrasco, Marine
1
Carvalho, Carlos Viana de
1
Casini, Alessandro
1
Chang, Yoosoon
1
Chauvet, Marcelle
1
Chen, Bin
1
Chen, Liang
1
Chong, Terence Tai-Leung
1
Chudik, Alexander
1
Corradi, Valentina
1
Crato, Nuno
1
Davis, Richard A.
1
DeLima, Pedro J. F.
1
Dijk, Dick van
1
Dolado, Juan J.
1
Doornik, Jurgen A.
1
Du, Lingjie
1
Dufays, Arnaud
1
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Applied economics
75
Economics letters
68
Working paper / National Bureau of Economic Research, Inc.
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
International journal of forecasting
51
Economic modelling
48
Journal of applied econometrics
43
Journal of macroeconomics
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Applied economics letters
37
The review of economics and statistics
37
Discussion paper / Tinbergen Institute
36
Discussion paper / Centre for Economic Policy Research
33
Journal of money, credit and banking : JMCB
33
Working paper
32
CESifo working papers
30
Energy economics
30
The journal of futures markets
29
Journal of forecasting
28
The journal of finance : the journal of the American Finance Association
28
CREATES research paper
25
Journal of monetary economics
23
Oxford bulletin of economics and statistics
22
Econometric reviews
21
International review of economics & finance : IREF
20
Applied financial economics
19
Economics and finance working paper series
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
NBER working paper series
18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
The review of financial studies
17
Journal of economic dynamics & control
16
Journal of empirical finance
16
Macroeconomic dynamics
16
American journal of agricultural economics
15
Finance and economics discussion series
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
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ECONIS (ZBW)
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1
Group fused Lasso for large factor models with multiple structural breaks
Ma, Chenchen
;
Tu, Yundong
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 132-154
Persistent link: https://www.econbiz.de/10014340971
Saved in:
2
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
3
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
4
Estimating multiple breaks in nonstationary autoregressive models
Pang, Tianxiao
;
Du, Lingjie
;
Chong, Terence Tai-Leung
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 277-311
Persistent link: https://www.econbiz.de/10012618836
Saved in:
5
Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro
;
Perron, Pierre
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
Saved in:
6
Relevant parameter changes in structural break models
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 46-78
Persistent link: https://www.econbiz.de/10012482738
Saved in:
7
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa
;
Oka, Tatsushi
;
Estrada, Francisco
;
Perron, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
Saved in:
8
Does modeling a structural break improve forecast accuracy?
Boot, Tom
;
Pick, Andreas
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012439152
Saved in:
9
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
10
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
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