Structural change tests in tail behaviour and the Asian crisis
Year of publication: |
2001
|
---|---|
Authors: | Quintos, Carmela E. ; Fan, Zhenhong ; Phillips, Peter C. B. |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 68.2001, 3, p. 633-663
|
Subject: | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Theorie | Theory | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis | Südostasien | Southeast Asia | Finanzkrise | Financial crisis |
-
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E., (2000)
-
A simple asymtotic analysis of residual-based statistics
Andreou, Elena, (2003)
-
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu, (2023)
- More ...
-
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E., (2000)
-
Structural Change Tests in Tail Behaviour and the Asian Crisis
Quintos, Carmela E., (2008)
-
Structural Change in Tail Behavior and the Asian Financial Crisis
Quintos, Carmela E., (2000)
- More ...