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Search: subject:"Time series analysis"
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Structural break
Time series analysis
763
Zeitreihenanalyse
763
Theorie
465
Theory
465
Estimation theory
295
Schätztheorie
295
Estimation
85
Schätzung
85
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74
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Leybourne, Stephen James
5
Harvey, David I.
4
Taylor, Robert
3
Chong, Terence Tai-Leung
2
Shin, Dong-wan
2
Sibbertsen, Philipp
2
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1
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1
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Econometric theory
Economics letters
Applied economics
40
Journal of econometrics
32
Economic modelling
29
Applied economics letters
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Energy economics
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
CESifo working papers
14
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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International review of economics & finance : IREF
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CREATES research paper
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Discussion paper / Tinbergen Institute
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Econometrics : open access journal
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9
International journal of forecasting
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Department of Economics discussion paper series / University of Oxford
8
Econometric reviews
8
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International Journal of Energy Economics and Policy : IJEEP
8
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8
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Journal of time series econometrics
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The econometrics journal
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The empirical economics letters : a monthly international journal of economics
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Finance research letters
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Oxford bulletin of economics and statistics
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CBN journal of applied statistics
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CESifo Working Paper Series
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Cambridge working papers in economics
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1
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
2
Generalized laplace inference in multiple change-points models
Casini, Alessandro
;
Perron, Pierre
- In:
Econometric theory
38
(
2022
)
1
,
pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
Saved in:
3
Determining the number of breaks in large dimensional factor models with structural changes
Wang, Lu
;
Zhou, Ruichao
;
Wu, Jianhong
- In:
Economics letters
199
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605871
Saved in:
4
Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping
;
Li, Yanglin
;
Wen, Kuangyu
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
Saved in:
5
Breaks in persistence in fixed-T panel data
Westerlund, Joakim
;
Nordström, Marcus
- In:
Economics letters
205
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013204922
Saved in:
6
Estimation of a level shift in panel data with fractionally integrated errors
Chang, Seong Yeon
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886440
Saved in:
7
Distinguishing between breaks in the mean and breaks in persistence under long memory
Wingert, Simon
;
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509210
Saved in:
8
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
9
Testing for the null of block zero restrictions in common factor models
Han, Chirok
;
Kim, Dukpa
- In:
Economics letters
188
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012227513
Saved in:
10
Common factors and common breaks in panels : an empirical investigation
Qu, Feng
- In:
Economics letters
187
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504323
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