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  • Search: subject:"CUSUM of squares based test"
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Year of publication
Subject
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CUSUM of squares based test 2 Strukturbruch 2 break in pesistence 2 long memory 2 CUSUM of squares-based test 1 Einheitswurzeltest 1 Oil price 1 Price spread 1 Statistischer Test 1 Structural break 1 Structural change 1 Strukturwandel 1 Theorie 1 Unit root test 1 Zeitreihenanalyse 1 Ölpreis 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1 Working Paper 1
Language
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English 2 Undetermined 1
Author
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Kruse, Robinson 2 Sibbertsen, Philipp 2 Chen, Wei 1 Huang, Zhuo 1 Yi, Yanping 1
Institution
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Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 1
Published in...
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Diskussionsbeitrag 1 Economic modelling 1 Hannover Economic Papers (HEP) 1
Source
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ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
Cover Image
Is there a structural change in the persistence of WTI-Brent oil price spreads in the post-2010 period?
Chen, Wei; Huang, Zhuo; Yi, Yanping - In: Economic modelling 50 (2015), pp. 64-71
Persistent link: https://www.econbiz.de/10011439618
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Cover Image
Testing for a break in persistence under long-range dependencies
Sibbertsen, Philipp; Kruse, Robinson - 2007
distribution of a CUSUM of squares based test depends on the true memory parameter if the DGP exhibits long memory. We propose …
Persistent link: https://www.econbiz.de/10010265681
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Cover Image
Testing for a break in persistence under long-range dependencies
Sibbertsen, Philipp; Kruse, Robinson - Wirtschaftswissenschaftliche Fakultät, Leibniz … - 2007
distribution of a CUSUM of squares based test depends on the true memory parameter if the DGP exhibits long memory. We propose …
Persistent link: https://www.econbiz.de/10005405334
Saved in:
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