Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration
Year of publication: |
2010
|
---|---|
Authors: | Jouini, Jamel |
Published in: |
Statistical Papers. - Springer. - Vol. 51.2010, 1, p. 85-109
|
Publisher: |
Springer |
Subject: | Break date | Bootstrap techniques | Graphical methods |
-
Jouini, Jamel, (2006)
-
Determinants and Sustainability of House Prices: The Case of Shanghai, China
Zou, Gao Lu, (2015)
-
A note on estimating a structural change in persistence
Kejriwal, Mohitosh, (2012)
- More ...
-
Mean-shifts and long-memory in the US ex-post real interest rate
Jouini, Jamel, (2009)
-
Return and volatility interaction between oil prices and stock markets in Saudi Arabia
Jouini, Jamel, (2013)
-
Stock markets in GCC countries and global factors : a further investigation
Jouini, Jamel, (2013)
- More ...