//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~subject:"Einheitswurzeltest"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Change-point analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Einheitswurzeltest
Time series analysis
Structural break
27
Strukturbruch
27
Estimation theory
13
Schätztheorie
13
Theorie
10
Theory
10
Zeitreihenanalyse
8
Estimation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Unit root test
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Autocorrelation
3
Autokorrelation
3
Bayes-Statistik
3
Bayesian inference
3
Method of moments
3
Momentenmethode
3
Phillips curve
3
Phillips-Kurve
3
Structural breaks
3
Structural change
3
USA
3
United States
3
Cointegration
2
Expectations
2
Heteroscedasticity
2
Heteroskedastizität
2
Inflation
2
Kointegration
2
Modellierung
2
Regression analysis
2
Regressionsanalyse
2
Scientific modelling
2
Strukturwandel
2
VAR model
2
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Antoch, Jaromír
1
Beutner, Eric
1
Carrion i Silvestre, Josep Lluís
1
Cavaliere, Giuseppe
1
González, Andrés
1
Hanousek, Jan
1
He, Changli
1
Horváth, Lajos
1
Hušková, Marie
1
Kejriwal, Mohitosh
1
Kim, Dukpa
1
Leccadito, Arturo
1
Lin, Yicong
1
Lopes, Artur C. B. da Silva
1
Lopez, Claude
1
Meligkotsidou, Loukia
1
Montañés, Antonio
1
Rachedi, Omar
1
Smallwood, Aaron D.
1
Smeekes, Stephan
1
Teräsvirta, Timo
1
Tzavalis, Elias
1
Urga, Giovanni
1
Vrontos, Ioannis D.
1
Wang, Shixuan
1
more ...
less ...
Published in...
All
Econometric reviews
Applied economics
64
Economic modelling
44
Economics letters
40
Applied economics letters
36
Journal of econometrics
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Energy economics
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
International review of economics & finance : IREF
15
The econometrics journal
12
Econometric theory
11
Econometrics : open access journal
11
International Journal of Energy Economics and Policy : IJEEP
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
International journal of economics and financial issues : IJEFI
9
Journal of macroeconomics
9
Journal of time series econometrics
9
Oxford bulletin of economics and statistics
9
The empirical economics letters : a monthly international journal of economics
9
International journal of forecasting
8
Journal of applied econometrics
8
Journal of forecasting
8
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
8
Applied econometrics and international development
7
Finance research letters
7
International journal of economics and finance
7
Journal of economics and finance
7
Journal of international financial markets, institutions & money
7
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Tourism economics : the business and finance of tourism and recreation
6
CBN journal of applied statistics
5
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
5
International journal of economic perspectives : IJEP
5
Journal of economic dynamics & control
5
Open economies review
5
Research in international business and finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
4
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
2
Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromír
;
Hanousek, Jan
;
Horváth, Lajos
; …
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 828-855
Persistent link: https://www.econbiz.de/10012181361
Saved in:
3
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 881-898
Persistent link: https://www.econbiz.de/10012181371
Saved in:
4
A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
Saved in:
5
True versus spurious long memory : some theoretical results and a Monte Carlo comparison
Leccadito, Arturo
;
Rachedi, Omar
;
Urga, Giovanni
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 452-479
Persistent link: https://www.econbiz.de/10011373268
Saved in:
6
Unit roots, level shifts, and trend breaks in per capita output : a robust evaluation
Kejriwal, Mohitosh
;
Lopez, Claude
- In:
Econometric reviews
32
(
2013
)
8
,
pp. 892-927
Persistent link: https://www.econbiz.de/10009758610
Saved in:
7
A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series
Meligkotsidou, Loukia
;
Tzavalis, Elias
;
Vrontos, Ioannis D.
- In:
Econometric reviews
30
(
2011
)
2
,
pp. 208-249
Persistent link: https://www.econbiz.de/10008990443
Saved in:
8
Testing parameter constancy in stationary vector autoregressive models against continuous change
He, Changli
;
Teräsvirta, Timo
;
González, Andrés
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 225-245
Persistent link: https://www.econbiz.de/10003800734
Saved in:
9
The behavior of Hegy tests for quarterly time series with seasonal mean shifts
Lopes, Artur C. B. da Silva
;
Montañés, Antonio
- In:
Econometric reviews
24
(
2005
)
1
,
pp. 83-108
Persistent link: https://www.econbiz.de/10002655594
Saved in:
10
Unit root tests under time-varying variances
Cavaliere, Giuseppe
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 259-292
Persistent link: https://www.econbiz.de/10002263235
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->