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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Iacone, Fabrizio"
~subject:"Strukturbruch"
~subject:"Wechselkurspolitik"
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Strukturbruch
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Conditional heteroscedasticity
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Estimation theory
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Fractional integration
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Lagrange multiplier testing principle
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Level breaks
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Local Whittle likelihood
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Nichtparametrisches Verfahren
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Iacone, Fabrizio
Andrews, Donald W. K.
2
Kim, Chang-jin
2
Nelson, Charles R.
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Perron, Pierre
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Ravazzolo, Francesco
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Taylor, Robert
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Westerlund, Joakim
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Zivot, Eric
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Baek, Yae In
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Bernales, Alejandro
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Groen, Jan J. J.
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Guidolin, Massimo
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Hall, Alastair R.
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Hendry, David F.
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Hillebrand, Eric
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Kaddoura, Yousef
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Karavias, Yiannis
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Medeiros, Marcelo C.
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Nielsen, Morten Ørregaard
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CREATES research paper
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Econometric theory
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Eurozone enlargement : reshaping policies and social conflicts
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Fiscal, monetary and exchange rate issues of the eurozone enlargement : a report
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Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
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