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  • Search: subject:"partial structural change"
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Year of publication
Subject
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HAC estimator 2 Structural break 2 Structural change 2 Strukturbruch 2 Strukturwandel 2 bandwidth 2 break point 2 kernel 2 partial structural change 2 Estimation theory 1 Food price 1 Lebensmittelpreis 1 Nigeria 1 Oil market 1 Oil price 1 Regression analysis 1 Regressionsanalyse 1 Schätztheorie 1 Time series analysis 1 Zeitreihenanalyse 1 asymmetry 1 breakpoints 1 food price 1 oil price 1 partial structural change model (PSCM) 1 Ölmarkt 1 Ölpreis 1
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Online availability
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Free 3 CC license 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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English 3
Author
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Montañés, Antonio 2 Vogelsang, Timothy J. 2 Bello, Utiya 1 Cho, Cheol-Keun 1 Cho, Cheol-keun 1 Gummi, Umar Muhammad 1 Mu'azu, Asiya 1 Rong, Yang 1 Umar, Abdulhamid Sillah 1
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Published in...
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Econometrics 1 Econometrics : open access journal 1 International Journal of Energy Economics and Policy : IJEEP 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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On the analysis of food and oil markets in Nigeria : what prices tell us from asymmetric and partial structural change modeling?
Gummi, Umar Muhammad; Rong, Yang; Bello, Utiya; Umar, … - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 1, pp. 52-64
Persistent link: https://www.econbiz.de/10012587083
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Fixed-b inference for testing structural change in a time series regression
Cho, Cheol-Keun; Vogelsang, Timothy J.; Montañés, Antonio - In: Econometrics 5 (2017) 1, pp. 1-26
structural change and partial structural change are considered. Heteroskedasticity-autocorrelation (HAC) robust Wald tests based …
Persistent link: https://www.econbiz.de/10011755355
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Cover Image
Fixed-b inference for testing structural change in a time series regression
Cho, Cheol-keun; Vogelsang, Timothy J.; Montañés, Antonio - In: Econometrics : open access journal 5 (2017) 1, pp. 1-26
structural change and partial structural change are considered. Heteroskedasticity-autocorrelation (HAC) robust Wald tests based …
Persistent link: https://www.econbiz.de/10011653607
Saved in:
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