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~institution:"School of Economics and Management, University of Aarhus"
~institution:"Tinbergen Instituut"
~person:"Powell, Robert J."
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Cluster Analysis
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Global Financial Crises
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Multiple Change Points
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Nonparametric Analysis
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Powell, Robert J.
Kristensen, Dennis
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School of Economics and Management, University of Aarhus
Tinbergen Instituut
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Nonparametric
Multiple Change Point Analysis of the Global Financial Crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert J.
; …
-
Tinbergen Instituut
-
2013
nonparametric
estimation of both the number of change points and the positions at which they occur. The approach is general and does …
Persistent link: https://www.econbiz.de/10011256852
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