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~subject:"EU countries"
~subject:"Prognoseverfahren"
~subject:"Statistischer Test"
~subject:"Theory"
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Search: subject_exact:"Change-point analysis"
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EU countries
Prognoseverfahren
Statistischer Test
Theory
Structural break
3,533
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3,533
Time series analysis
1,209
Zeitreihenanalyse
1,209
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1,047
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Theorie
797
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674
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671
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610
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610
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434
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433
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364
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311
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264
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233
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224
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206
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202
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Pesaran, M. Hashem
52
Timmermann, Allan
40
Perron, Pierre
26
Sibbertsen, Philipp
26
Rossi, Barbara
17
Chang, Tsangyao
16
Caporale, Guglielmo Maria
15
Hendry, David F.
15
Kapetanios, George
15
Pettenuzzo, Davide
15
Kurozumi, Eiji
13
Wied, Dominik
13
Bauwens, Luc
12
Gil-Alaña, Luis A.
12
Kruse, Robinson
12
Lee, Junsoo
12
Newbold, Paul
12
Pick, Andreas
12
Smith, L. Vanessa
12
Harvey, David I.
11
Leybourne, Stephen James
11
Schuermann, Til
11
Yamamoto, Yohei
11
Zeileis, Achim
11
Clark, Todd E.
10
Kleiber, Christian
10
Koop, Gary
10
McCracken, Michael W.
10
Ravazzolo, Francesco
10
Clements, Michael P.
9
Dijk, Dick van
9
Narayan, Paresh Kumar
9
Paap, Richard
9
Belke, Ansgar
8
Carrion i Silvestre, Josep Lluís
8
Castle, Jennifer
8
Giacomini, Raffaella
8
Hassler, Uwe
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8
Popp, Stephan
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3
Federal Reserve Bank of New York
2
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2
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1
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1
State University of New York at Albany / Department of Economics
1
University of British Columbia / Department of Economics
1
University of Chicago / Center for Research in Security Prices
1
University of Southampton / Department of Economics
1
University of Strathclyde / Department of Economics
1
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Journal of econometrics
51
Economics letters
38
Applied economics
35
Economic modelling
30
International journal of forecasting
22
Applied economics letters
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
The econometrics journal
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Energy economics
15
Econometric reviews
14
CREATES research paper
13
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
13
Journal of applied econometrics
13
Journal of forecasting
13
CESifo working papers
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Econometric theory
11
Journal of banking & finance
10
Oxford bulletin of economics and statistics
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
International review of economics & finance : IREF
9
Journal of empirical finance
9
NBER working paper series
9
Cambridge working papers in economics
8
Discussion paper / Tinbergen Institute
8
Journal of international money and finance
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Journal of macroeconomics
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8
Discussion paper / Department of Economics, University of California San Diego
6
Econometrics : open access journal
6
International review of financial analysis
6
Staff reports / Federal Reserve Bank of New York
6
The review of economics and statistics
6
Working paper / National Bureau of Economic Research, Inc.
6
Department of Economics discussion paper series / University of Oxford
5
Discussion papers / Graduate School of Economics, Hitotsubashi University
5
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
5
Global COE Hi-Stat discussion paper series
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ECONIS (ZBW)
1,310
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1
The evolution of commodity trios prices and causality equation : in structural break perspective
Pala, Aynur
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 335-340
Persistent link: https://www.econbiz.de/10014496302
Saved in:
2
Inflation differentials among European Monetary Union countries : an empirical evaluation with structural breaks
Stylianou, Tasos
- In:
National Institute economic review : journal of the …
264
(
2023
),
pp. 91-109
Persistent link: https://www.econbiz.de/10014438269
Saved in:
3
Long memory, spurious memory : persistence in range-based volatility of exchange rates
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Open economies review
34
(
2023
)
4
,
pp. 789-811
Persistent link: https://www.econbiz.de/10014383572
Saved in:
4
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:
5
Time-varying factor selection : a sparse fused GMM approach
Cui, Liyuan
;
Feng, Guanhao
;
Hong, Yongmiao
;
Yang, Jiangshan
-
2023
Persistent link: https://www.econbiz.de/10014371831
Saved in:
6
Structural breaks in seemingly unrelated regression models
Parsaeian, Shahnaz
-
2023
Persistent link: https://www.econbiz.de/10014414231
Saved in:
7
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
8
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
9
Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
Saved in:
10
Deficit sustainability and fiscal theory of price level : the case of Italy, 1861-2020
Congregado, Emilio
;
Díaz Roldán, Carmen
;
Esteve …
- In:
Empirica : journal of european economics
50
(
2023
)
3
,
pp. 755-782
Persistent link: https://www.econbiz.de/10014323548
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