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~subject:"Structural break"
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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
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EU crisis and the role of the periphery
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Essays in honor of M. Hashem Pesaran : prediction and macro modeling
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Recent advances in estimating nonlinear models : with applications in economics and finance
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A meta model analysis of exchange rate determination
Aristidou, Chrystalleni
;
Lee, Kevin
;
Shields, Kalvinder K.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 199-215)
.
2022
Persistent link: https://www.econbiz.de/10013201858
Saved in:
2
Structural breaks of CAPM-type market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.
;
Khemmanant Khamthong
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 111-134)
.
2017
Persistent link: https://www.econbiz.de/10011801139
Saved in:
3
Investigating the convergence hypothesis in the EU : more evidence accounting for structural breaks
Chapsa, Xanthippi
;
Katrakilides, K.
;
Tabakis, Nikolaos M.
- In:
EU crisis and the role of the periphery
,
(pp. 21-39)
.
2015
Persistent link: https://www.econbiz.de/10011279999
Saved in:
4
On the use of the Flexible Fourier Form in unit root tests, endogenous breaks, and parameter instability
Jones, Paul
;
Enders, Walter
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 59-83)
.
2014
Persistent link: https://www.econbiz.de/10011406759
Saved in:
5
Testing
for structural breaks in time series regressions with heavy-tailed disturbances
Mittnik, Stefan
;
Račev, Svetlozar T.
;
Samorodnitsky, …
- In:
Datamining und computational finance : Ergebnisse des …
,
(pp. 115-142)
.
2000
Persistent link: https://www.econbiz.de/10001484303
Saved in:
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