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~subject:"Estimation"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
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Search: subject_exact:"CUSUM"
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Estimation
Theory
Structural break
2,175
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2,175
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729
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729
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700
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517
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516
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429
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Chang, Tsangyao
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Gil-Alaña, Luis A.
15
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11
Perron, Pierre
11
Ranjbar, Omid
11
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10
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10
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10
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10
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8
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8
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8
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7
Caporale, Guglielmo Maria
7
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7
Omay, Tolga
7
Sibbertsen, Philipp
7
Timmermann, Allan
7
Chang, Hsu-Ling
6
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6
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6
Nazlıoğlu, Şaban
6
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6
Singh, Tarlok
6
Strazicich, Mark
6
Su, Chi-Wei
6
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5
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5
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5
Hasanov, Mübariz
5
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5
Karoglou, Michail
5
Katrakilides, K.
5
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5
Smith, Simon C.
5
Tamarit Escalona, Cecilio R.
5
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5
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5
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4
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Applied economics
63
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46
Journal of econometrics
40
Economics letters
35
Applied economics letters
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Energy economics
23
International review of economics & finance : IREF
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Econometric reviews
13
The econometrics journal
12
Journal of applied econometrics
11
Journal of forecasting
10
Journal of international financial markets, institutions & money
10
Econometric theory
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Finance research letters
9
International journal of forecasting
9
Journal of banking & finance
9
Journal of macroeconomics
9
International Journal of Energy Economics and Policy : IJEEP
8
International journal of economics and financial issues : IJEFI
8
International review of financial analysis
8
Journal of economics and finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
The empirical economics letters : a monthly international journal of economics
8
Applied financial economics
7
Journal of empirical finance
7
Oxford bulletin of economics and statistics
7
CBN journal of applied statistics
6
Econometrics : open access journal
6
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
6
International journal of economic perspectives : IJEP
6
International journal of economics and finance
6
Journal of quantitative economics
6
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
6
Economic systems
5
Japan and the world economy : international journal of theory and policy
5
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
991
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1
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10
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991
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date (oldest first)
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
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:
5
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:
6
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
Saved in:
7
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
8
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
9
Per capita income convergence and divergence of selected OECD countries to and from the US : a reappraisal for the period 1900-2018
Kónya, László
- In:
Applied econometrics and international development
23
(
2023
)
1
,
pp. 33-56
Persistent link: https://www.econbiz.de/10014253871
Saved in:
10
Do terms of trade affect economic growth? : robust evidence from India
Singh, Tarlok
- In:
Economics of transition and institutional change
31
(
2023
)
2
,
pp. 491-521
Persistent link: https://www.econbiz.de/10014315305
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