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subject:"Strukturbruch"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Statistischer Test"
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Strukturbruch
Monte Carlo simulation
Statistical test
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Statistischer Test
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Westerlund, Joakim
2
Anderson, Heather M.
1
Carrion i Silvestre, Josep Lluís
1
Chen, Yi-Ting
1
De Peretti, Philippe
1
Edgerton, David L.
1
Hentati-Kaffel, Rania
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Kurozumi, Eiji
1
Liao, Yin
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Olmo, Jose
1
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Pouliot, William
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Journal of banking & finance
Oxford bulletin of economics and statistics
Journal of econometrics
34
Economics letters
22
Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
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Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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The econometrics journal
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Discussion papers / Graduate School of Economics, Hitotsubashi University
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IHS economics series : working paper
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International journal of forecasting
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Reihe Ökonomie
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School of Economics working papers / The University of Adelaide, School of Economics
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Finance research letters
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CEA_372Cass working paper series
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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Recent advances in estimating nonlinear models : with applications in economics and finance
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1
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
2
Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji
;
Skrobotov, Anton
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 514-535
Persistent link: https://www.econbiz.de/10011969523
Saved in:
3
Testing for granger causality in moments
Chen, Yi-Ting
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
2
,
pp. 265-288
Persistent link: https://www.econbiz.de/10011494689
Saved in:
4
Generalized runs tests to detect randomness in hedge funds returns
Hentati-Kaffel, Rania
;
De Peretti, Philippe
- In:
Journal of banking & finance
50
(
2015
),
pp. 608-615
Persistent link: https://www.econbiz.de/10010510178
Saved in:
5
Detecting the presence of insider trading via structural break tests
Olmo, Jose
;
Pilbeam, Keith
;
Pouliot, William
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2820-2828
Persistent link: https://www.econbiz.de/10009373153
Saved in:
6
A simple test for cointegration in dependent panels with structural breaks
Westerlund, Joakim
;
Edgerton, David L.
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 665-704
Persistent link: https://www.econbiz.de/10003759121
Saved in:
7
Testing the null of cointegration with structural breaks
Carrion i Silvestre, Josep Lluís
;
Sansó, Andreu
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
5
,
pp. 623-646
Persistent link: https://www.econbiz.de/10003379224
Saved in:
8
A panel CUSUM test of the null of cointegration
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 231-262
Persistent link: https://www.econbiz.de/10002693296
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