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subject:"Strukturbruch"
~isPartOf:"Discussion papers / Graduate School of Economics, Hitotsubashi University"
~subject:"Monte Carlo simulation"
~subject:"Stochastic process"
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Strukturbruch
Monte Carlo simulation
Stochastic process
Statistical test
10
Statistischer Test
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Structural break
5
Theorie
4
Theory
4
structural change
4
Monte-Carlo-Simulation
3
Time series analysis
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Zeitreihenanalyse
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Average power
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Break fraction
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Cointegration
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Coverage rate
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Economic indicator
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Kointegration
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ARMA model
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Autocorrelation
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CUSUM of squares tests
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CUSUM test
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Estimation
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Estimation theory
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Financial market regulation
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Finanzmarktregulierung
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Yamamoto, Yohei
4
Kurozumi, Eiji
2
Perron, Pierre
2
Skrobotov, Anton
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Discussion papers / Graduate School of Economics, Hitotsubashi University
Journal of econometrics
55
Economics letters
27
Econometric reviews
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Applied economics letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of applied econometrics
11
Discussion paper / Tinbergen Institute
10
The econometrics journal
10
Econometric theory
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Working paper
8
Applied economics
7
Econometrics : open access journal
7
Economic modelling
7
CEMMAP working papers / Centre for Microdata Methods and Practice
6
Discussion papers of interdisciplinary research project 373
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Oxford bulletin of economics and statistics
6
School of Economics working papers / The University of Adelaide, School of Economics
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Cambridge working papers in economics
5
Computational economics
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
5
IHS economics series : working paper
5
International journal of forecasting
5
Journal of time series econometrics
5
Reihe Ökonomie
5
The empirical economics letters : a monthly international journal of economics
5
Working papers in economics and econometrics
5
CREATES research paper
4
Department of Economics discussion paper / Department of Economics, The University of Birmingham
4
Discussion paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Finance research letters
4
SFB 649 discussion paper
4
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
4
Technical Report
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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:
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