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subject:"Structural break"
~isPartOf:"Australian School of Business working paper : Australian School of Business research paper"
~isPartOf:"Discussion papers / Graduate School of Economics, Hitotsubashi University"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Hypothesis testing"
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Structural break
Statistical test
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Yamamoto, Yohei
4
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2
Perron, Pierre
2
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Australian School of Business working paper : Australian School of Business research paper
Discussion papers / Graduate School of Economics, Hitotsubashi University
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion paper / Center for Economic Research, Tilburg University
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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Pitfalls of two step testing for changes in the error variance and coefficients of a linear regression model
Perron, Pierre
;
Yamamoto, Yohei
-
2019
Persistent link: https://www.econbiz.de/10012418079
Saved in:
2
Testing for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
-
2018
Persistent link: https://www.econbiz.de/10011962445
Saved in:
3
Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji
;
Skrobotov, Anton
-
2016
Persistent link: https://www.econbiz.de/10011549903
Saved in:
4
Confidence sets for the break date based on optimal tests
Kurozumi, Eiji
;
Yamamoto, Yohei
-
2015
Persistent link: https://www.econbiz.de/10011349992
Saved in:
5
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
-
2014
Persistent link: https://www.econbiz.de/10010429183
Saved in:
6
Likelihood-based confidence sets for the timing of structural breaks
Eo, Yunjong
;
Morley, James C.
-
2013
Persistent link: https://www.econbiz.de/10009775566
Saved in:
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