//--> //--> //--> //-->
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
~isPartOf:"The econometrics journal"
~type:"article"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Structural break
19
Strukturbruch
19
Theorie
13
Theory
13
Time series analysis
8
Zeitreihenanalyse
8
Estimation theory
6
Schätztheorie
6
Einheitswurzeltest
5
Statistical test
5
Statistischer Test
5
Unit root test
5
Cointegration
4
Kointegration
4
Panel
4
Panel study
4
ARCH model
2
ARCH-Modell
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Estimation
2
Schätzung
2
Volatility
2
Volatilität
2
Average power
1
Bootstrap
1
Break fraction
1
CUSUM test
1
Cointegrating rank
1
Common factor
1
Correlation
1
Coverage rate
1
Cross-validation
1
Deterministic time trend
1
Economic indicator
1
Estimation error
1
FRED-MD macroeconomic data
1
GARCH
1
High dimensional panel
1
Hypothesis test
1
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Carrion i Silvestre, Josep Lluís
2
Leybourne, Stephen James
2
Newbold, Paul
2
Barrio-Castro, Tomás del
1
Demetrescu, Matei
1
Deng, Ai
1
Guo, Zheng-feng
1
Horváth, Lajos
1
Hsu, Chih-chiang
1
Johansen, Søren
1
Kim, Dukpa
1
Kim, Tae-hwan
1
Kuan, Chung-ming
1
Kurozumi, Eiji
1
Liu, Hui
1
Liu, Zhenya
1
López-Bazo, Enrique
1
Mosconi, Rocco
1
Nielsen, Bent
1
Perron, Pierre
1
Pitarakis, Jean-Yves
1
Rice, Gregory
1
Richter, Stefan
1
Rodrigues, Paulo M. M.
1
Rodriguez, Gabriel
1
Sansó, Andreu
1
Sarafidis, Vasilis
1
Shintani, Mototsugu
1
Silvapulle, Mervyn J.
1
Smith, Vanessa
1
Wang, Weining
1
Wied, Dominik
1
Wu, Jilin
1
Wu, Wei Biao
1
Xiao, Zhijie
1
Xu, Ke-Li
1
Yamamoto, Yohei
1
Yang, Jingjing
1
Zhao, Yuqian
1
Zhu, Huanjun
1
more ...
less ...
Published in...
All
The econometrics journal
Applied economics
128
Economic modelling
95
Journal of econometrics
81
Economics letters
80
Energy economics
63
Applied economics letters
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Econometric reviews
27
International review of economics & finance : IREF
27
International journal of forecasting
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
International Journal of Energy Economics and Policy : IJEEP
23
Oxford bulletin of economics and statistics
23
Journal of banking & finance
19
Journal of international financial markets, institutions & money
19
The North American journal of economics and finance : a journal of financial economics studies
19
The empirical economics letters : a monthly international journal of economics
19
Journal of applied econometrics
18
Econometric theory
17
Journal of macroeconomics
17
Research in international business and finance
17
Applied financial economics
16
Finance research letters
16
Econometrics : open access journal
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Journal of economics and finance
15
Journal of empirical finance
15
International journal of economics and finance
14
International journal of economics and financial issues : IJEFI
14
Journal of forecasting
14
Journal of international money and finance
14
CBN journal of applied statistics
13
International review of financial analysis
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Applied econometrics and international development
12
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
12
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Theoretical and applied economics : GAER review
11
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing for parameter change epochs in GARCH time series
Richter, Stefan
;
Wang, Weining
;
Wu, Wei Biao
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
Saved in:
2
Detecting common breaks in the means of high dimensional cross-dependent panels
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Zhao, Yuqian
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 362-383
Persistent link: https://www.econbiz.de/10013253840
Saved in:
3
A new structural break test for panels with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 137-155
Persistent link: https://www.econbiz.de/10012167253
Saved in:
4
Testing for constant correlation of filtered series under structural change
Demetrescu, Matei
;
Wied, Dominik
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 10-33
Persistent link: https://www.econbiz.de/10012166648
Saved in:
5
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
6
Testing for structural change under non-stationary variances
Xu, Ke-Li
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 274-305
Persistent link: https://www.econbiz.de/10011378499
Saved in:
7
Confidence sets for the break date based on optimal tests
Kurozumi, Eiji
;
Yamamoto, Yohei
- In:
The econometrics journal
18
(
2015
)
3
,
pp. 412-435
Persistent link: https://www.econbiz.de/10011473814
Saved in:
8
Common breaks in time trends for large panel data with a factor structure
Kim, Dukpa
- In:
The econometrics journal
17
(
2014
)
3
,
pp. 301-337
Persistent link: https://www.econbiz.de/10010498717
Saved in:
9
Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present
Guo, Zheng-feng
;
Shintani, Mototsugu
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 473-484
Persistent link: https://www.econbiz.de/10010253630
Saved in:
10
Break point estimators for a slope shift : levels versus first differences
Yang, Jingjing
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 154-169
Persistent link: https://www.econbiz.de/10009520539
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->