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Essays on theoretical and empirical aspects of structural break models
Yabu, Tomoyoshi, (2006)
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís, (2023)
Time series behavior of the Turkish exchange rate
Keskek, Sami, (2006)
Seasonality in continuous time models
Chambers, Marcus J., (1995)
The estimation of systems of joint differential-difference equations
Gaussian estimation of temporally aggregated cointegrated systems
Chambers, Marcus J., (1998)