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subject:"Estimation"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of quantitative economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Search: subject_exact:"Change-point analysis"
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Estimation
Structural break
52
Strukturbruch
52
Schätzung
21
Cointegration
17
Kointegration
17
Time series analysis
16
Zeitreihenanalyse
16
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Pala, Aynur
2
Acaravci, Ali
1
Adeniyi, Oluwatosin A.
1
Aliyu, Victoria O.
1
Anjum, Hassan
1
Babajide, Abiola
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1
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1
Kaplan, Fatih
1
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1
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1
Majdoub, Jihed
1
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1
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Omisakin, Olusegun A.
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Oyinlola, Abimbola M.
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Plakandaras, Vasilios
1
Prats Albentosa, María Asuncíon
1
Rachdi, Houssem
1
Ramachandran, M.
1
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International Journal of Energy Economics and Policy : IJEEP
Journal of quantitative economics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
47
Economic modelling
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Applied economics letters
20
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20
International review of economics & finance : IREF
17
Journal of econometrics
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CESifo working papers
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of economics and financial issues : IJEFI
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Econometric reviews
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Economics and finance working paper series
7
International review of financial analysis
7
Journal of economics and finance
7
Applied financial economics
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
6
Finance research letters
6
International journal of economic perspectives : IJEP
6
Journal of macroeconomics
6
The empirical economics letters : a monthly international journal of economics
6
CAMA working paper series
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CBN journal of applied statistics
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CESifo Working Paper Series
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and finance
5
International journal of forecasting
5
Journal of applied econometrics
5
Journal of money, credit and banking : JMCB
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Theoretical and applied economics : GAER review
5
Working papers / University of Connecticut, Department of Economics
5
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ECONIS (ZBW)
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1
The evolution of commodity trios prices and causality equation : in structural break perspective
Pala, Aynur
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 335-340
Persistent link: https://www.econbiz.de/10014496302
Saved in:
2
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
3
Volatility spillover effect between stock and exchange rate in oil exporting countries
Mikhaylov, Alexey Yurievich
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 321-326
Persistent link: https://www.econbiz.de/10011881390
Saved in:
4
Are oil prices mean reverting? : evidence from unit root tests with sharp and smooth breaks
Lawal, Adedoyin Isola
;
Babajide, Abiola
;
Nwanji, Tony …
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
6
,
pp. 292-298
Persistent link: https://www.econbiz.de/10011954571
Saved in:
5
Analysis of asymmetric response of exchange rate to interest rate differentials : the case of African Big 4
Musa, Abdullahi Usman
;
Salisu, Afees A.
;
Aliyu, Victoria O.
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012668019
Saved in:
6
Stock prices, dividends, and structural changes in the long-term : the case of U.S.
Esteve García, Vicente
;
Navarro Ibáñez, Manuel
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012656930
Saved in:
7
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
8
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
9
The convergence behavior of CO2 emissions in seven regions under multiple structural breaks
Acaravci, Ali
;
Erdogan, Sinan
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
3
,
pp. 575-580
Persistent link: https://www.econbiz.de/10011550494
Saved in:
10
Re-examining of the Turkish crude oil import demand with multi-structural breaks analysis in the long run period
Yaprakli, Sevda
;
Kaplan, Fatih
- In:
International Journal of Energy Economics and Policy : IJEEP
5
(
2015
)
2
,
pp. 402-407
Persistent link: https://www.econbiz.de/10011455680
Saved in:
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