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  • Search: subject:"residual test"
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Year of publication
Subject
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Bootstrap approach 1 Bootstrap-Verfahren 1 Circular block bootstrap 1 Estimation 1 Estimation theory 1 Exchange rate 1 Factor analysis 1 Factor model 1 Faktorenanalyse 1 Indonesia 1 Indonesian Rupiah 1 Indonesien 1 Log-likelihood ratio test 1 Schätztheorie 1 Schätzung 1 Single change point 1 Structural change 1 Strukturwandel 1 Sum of square of residual test 1 Theorie 1 Theory 1 Wechselkurs 1 crosssectional dependence 1 residual test 1 serial correlation 1 structural change 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Hardi, Amirullah Setya 1 Kawai, Ken-ichi 1 Lee, Sangyeol 1 Maekawa, Koichi 1 Peng, Bin 1 Su, Liangjun 1 Yan, Yayi 1
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Published in...
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Asia-Pacific financial markets 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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A robust residual-based test for structural changes in factor models
Peng, Bin; Su, Liangjun; Yan, Yayi - 2024
Persistent link: https://www.econbiz.de/10014584606
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Change point analysis of exchange rates using bootstrapping methods : an application to the Indonesian Rupiah 2000-2008
Hardi, Amirullah Setya; Kawai, Ken-ichi; Lee, Sangyeol; … - In: Asia-Pacific financial markets 22 (2015) 4, pp. 429-444
Persistent link: https://www.econbiz.de/10011524825
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