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subject:"Theorie"
~person:"Yamamoto, Yohei"
~type_genre:"Working Paper"
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Search: subject_exact:"Strukturbruch"
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Theorie
Structural break
6
Strukturbruch
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Statistical test
4
Statistischer Test
4
Theory
3
Forecasting model
2
Monte Carlo simulation
2
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structural change
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Yamamoto, Yohei
Sibbertsen, Philipp
18
Timmermann, Allan
18
Pesaran, M. Hashem
15
Pettenuzzo, Davide
11
Kleiber, Christian
10
Krämer, Walter
8
Zeileis, Achim
8
Caporale, Guglielmo Maria
7
Gil-Alaña, Luis A.
7
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6
Dijk, Dick van
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Hornik, Kurt
6
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McCracken, Michael W.
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Pesaran, Mohammad Hashem
5
Popp, Stephan
5
Rossi, Barbara
5
Lütkepohl, Helmut
4
Paap, Richard
4
Pick, Andreas
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Rodrigues, Paulo M. M.
4
Wied, Dominik
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Banerjee, Anindya
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Bauwens, Luc
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Busetti, Fabio
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Harvey, David I.
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Koop, Gary
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Kurozumi, Eiji
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Leisch, Friedrich
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Smolny, Werner
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3
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Discussion papers / Graduate School of Economics, Hitotsubashi University
2
Global COE Hi-Stat discussion paper series
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ECONIS (ZBW)
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Testing for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
-
2018
Persistent link: https://www.econbiz.de/10011962445
Saved in:
2
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
-
2014
Persistent link: https://www.econbiz.de/10010429183
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3
On the usefulness or lack thereof of optimality criteria for structural change tests
Perron, Pierre
;
Yamamoto, Yohei
-
2012
Persistent link: https://www.econbiz.de/10009666607
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