EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"multiple changepoints"
Narrow search

Narrow search

Year of publication
Subject
All
MCMC 5 Multiple change-points 4 multiple change-points 4 Theorie 3 Theory 3 inflation targeting 3 predictive density 3 regime duration 3 Inflation targeting 2 Markov chain 2 Markov-Kette 2 Predictive density 2 Regime duration 2 Segmentation 2 Time series analysis 2 Zeitreihenanalyse 2 ARCH model 1 ARCH-Modell 1 Approximate critical values 1 Asymptotic distribution 1 Bayesian multiple changepoints 1 Canada 1 Distribution free 1 Dynamic programming principle 1 Estimation 1 Extremes of Gaussian fields 1 Forecasting model 1 GARCH 1 Gaussian approximation 1 Inflation 1 Inflation rate 1 Inflationsrate 1 Inflationssteuerung 1 Kanada 1 Localized likelihood 1 Maximum likelihood estimation 1 Maximum type test statistic 1 Maximum-Likelihood-Schätzung 1 Monte Carlo simulation 1 Monte Carlo simulations 1
more ... less ...
Online availability
All
Free 5 Undetermined 4
Type of publication
All
Article 6 Book / Working Paper 5
Type of publication (narrower categories)
All
Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 1
Language
All
Undetermined 6 English 5
Author
All
Song, Yong 5 Maheu, John M. 3 Andrews, Donald W.K. 1 Antoch, Jaromír 1 Brandt, Patrick T 1 Chen, Likai 1 Jarušková, Daniela 1 Lee, Inpyo 1 Maheu, John 1 Maheu, John M 1 Ploberger, Werner 1 Sandler, Todd 1 Santifort, Charlinda 1 Wang, Wei 1 Wang, Weining 1 Wu, Wei Biao 1 Xing, Haipeng 1 Xu, Minya 1 Yuan, Hongsong 1 Zhong, Ping-Shou 1 Zhou, Sichen 1
more ... less ...
Institution
All
Cowles Foundation for Research in Economics, Yale University 1 Rimini Centre for Economic Analysis (RCEA) 1 University of Toronto, Department of Economics 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Computational Statistics 1 Cowles Foundation Discussion Papers 1 IRTG 1792 Discussion Paper 1 International Journal of Forecasting 1 International journal of forecasting 1 Journal of Peace Research 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 MPRA Paper 1 Review of economics & finance 1 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 1 Working Papers / University of Toronto, Department of Economics 1
more ... less ...
Source
All
RePEc 7 ECONIS (ZBW) 3 EconStor 1
Showing 11 - 11 of 11
Cover Image
Optimal Changepoint Tests for Normal Linear Regression
Andrews, Donald W.K.; Lee, Inpyo; Ploberger, Werner - Cowles Foundation for Research in Economics, Yale University - 1992
normal linear multiple regression model with known variance. Optimal tests for multiple changepoints are also derived. Power …
Persistent link: https://www.econbiz.de/10005634710
Saved in:
  • First
  • Prev
  • 1
  • 2
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...