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  • Search: subject:"Break in persistence"
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Year of publication
Subject
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Break in persistence 9 Fractional integration 4 Structural break 3 Strukturbruch 3 Zeitreihenanalyse 3 long memory 3 Forecasting competition 2 Inflation dynamics 2 Long memory time series 2 Simulation 2 Structural change 2 Theorie 2 Time series analysis 2 Unknown break point 2 break in persistence 2 inflation dynamics 2 structural break 2 unknown break point 2 Cointegration 1 Einheitswurzeltest 1 Estimation 1 Explosive and unit root behaviors 1 Geldpolitik 1 Inflation 1 Kointegration 1 Level shift 1 Long memory 1 Monetary policy 1 Panel 1 Panel data 1 Panel study 1 Schätzung 1 Statistischer Test 1 Theory 1 USA 1 Unit root test 1 United States 1 change point 1 level shift 1 level shift. 1
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Online availability
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Free 7 Undetermined 3
Type of publication
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Book / Working Paper 7 Article 4
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 2
Language
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English 6 Undetermined 5
Author
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Sibbertsen, Philipp 5 Hassler, Uwe 4 Meller, Barbara 4 Willert, Juliane 3 Heinen, Florian 2 Kruse, Robinson 2 Nordström, Marcus 1 Westerlund, Joakim 1 Yamaguchi, Keiko 1
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Institution
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Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 2 Deutsche Bundesbank 1 Graduate School of Economics, Hitotsubashi University 1 School of Economics and Management, University of Aarhus 1
Published in...
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Hannover Economic Papers (HEP) 2 CREATES Research Papers 1 Discussion Paper Series 1 1 Discussion Paper Series 1: Economic Studies 1 Discussion Papers / Graduate School of Economics, Hitotsubashi University 1 Diskussionsbeitrag 1 Economics letters 1 Empirical Economics 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Statistical Papers / Springer 1
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Source
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RePEc 7 ECONIS (ZBW) 2 EconStor 2
Showing 11 - 11 of 11
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Testing for a break in persistence under long-range dependencies and mean shifts
Sibbertsen, Philipp; Willert, Juliane - In: Statistical Papers 53 (2012) 2, pp. 357-370
Persistent link: https://www.econbiz.de/10010558279
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