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ECONIS (ZBW)
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1
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
6
,
pp. 1485-1501
Persistent link: https://www.econbiz.de/10013468610
Saved in:
2
Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji
;
Skrobotov, Anton
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 514-535
Persistent link: https://www.econbiz.de/10011969523
Saved in:
3
The effect of LNG on the relationship between UK and Continental European natural gas markets
Koenig, Philipp
-
2012
Persistent link: https://www.econbiz.de/10009737960
Saved in:
4
Partial structural break identification
Han, Chulwoo
;
Taamouti, Abderrahim
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
2
,
pp. 145-164
Persistent link: https://www.econbiz.de/10011771939
Saved in:
5
Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem
;
Pick, Andreas
;
Pranovich, Mikhail
-
2011
Persistent link: https://www.econbiz.de/10009382897
Saved in:
6
Simulation evidence on theory-based and statistical identification under volatility breaks
Herwartz, Helmut
;
Plödt, Martin
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 94-112
Persistent link: https://www.econbiz.de/10011494636
Saved in:
7
A simple panel unit-root test with smooth breaks in the presence of a multifactor error structure
Lee, Chingnun
;
Wu, Jyh-lin
;
Yang, Lixiong
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
3
,
pp. 365-393
Persistent link: https://www.econbiz.de/10011494823
Saved in:
8
Tests for multiple breaks in the trend with stationary or integrated shocks
Sobreira, Nuno
;
Nunes, Luis C.
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
3
,
pp. 394-411
Persistent link: https://www.econbiz.de/10011494825
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9
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2008
Persistent link: https://www.econbiz.de/10003850869
Saved in:
10
Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671175
Saved in:
11
Unit root testing under a local break in trend using partial information on the break date
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
1
,
pp. 93-111
Persistent link: https://www.econbiz.de/10010439613
Saved in:
12
Break date estimation for models with deterministic structural change
Harvey, David I.
;
Leybourne, Stephen James
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
5
,
pp. 623-642
Persistent link: https://www.econbiz.de/10010474849
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13
Learning, structural instability and present value calculations
Pesaran, M. Hashem
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003328204
Saved in:
14
Testing for fractional integration versus short memory with structural breaks
Mayoral, Laura
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
2
,
pp. 278-305
Persistent link: https://www.econbiz.de/10009526715
Saved in:
15
A unit root test using a Fourier series to approximate smooth breaks
Enders, Walter
;
Lee, Junsoo
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
4
,
pp. 574-599
Persistent link: https://www.econbiz.de/10010219892
Saved in:
16
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
Saved in:
17
The effects of additive outliers and measurement errors when testing for structural breaks in variance
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Oxford bulletin of economics and statistics
73
(
2011
)
4
,
pp. 449-468
Persistent link: https://www.econbiz.de/10009241614
Saved in:
18
How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729369
Saved in:
19
Small sample properties of forecasts from autoregressive models under structural breaks
Pesaran, M. Hashem
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766130
Saved in:
20
Identifying structural breaks in cointegrated vector autoregressive models
Hungnes, Håvard
- In:
Oxford bulletin of economics and statistics
72
(
2010
)
4
,
pp. 551-565
Persistent link: https://www.econbiz.de/10003983883
Saved in:
21
Observed inflation forecasts and the New Keynesian Phillips Curve
Zhang, Chengsi
;
Osborn, Denise R.
;
Kim, Dong-heon
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
3
,
pp. 375-398
Persistent link: https://www.econbiz.de/10003837871
Saved in:
22
Panel stationarity test with structural breaks
Hadri, Kaddour
;
Rao, Yao
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
2
,
pp. 245-269
Persistent link: https://www.econbiz.de/10003679742
Saved in:
23
A simple test for cointegration in dependent panels with structural breaks
Westerlund, Joakim
;
Edgerton, David L.
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 665-704
Persistent link: https://www.econbiz.de/10003759121
Saved in:
24
Testing the null of cointegration with structural breaks
Carrion i Silvestre, Josep Lluís
;
Sansó, Andreu
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
5
,
pp. 623-646
Persistent link: https://www.econbiz.de/10003379224
Saved in:
25
Testing for panel cointegration with multiple structural breaks
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10003295155
Saved in:
26
Testing for hysteresis in unemployment in OECD countries : new evidence using stationarity panel tests with breaks
Camarero Olivas, Mariam
;
Carrion i Silvestre, Josep Lluís
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
2
,
pp. 167-182
Persistent link: https://www.econbiz.de/10003301839
Saved in:
27
Practioners's corner : test for a break in level when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 133-146
Persistent link: https://www.econbiz.de/10002069710
Saved in:
28
Tests for stationarity in series with endogenously determined structural change
Harvey, David I.
;
Mills, Terence C.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
5
,
pp. 863-894
Persistent link: https://www.econbiz.de/10002460761
Saved in:
29
Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10001741975
Saved in:
30
Cointegration testing under structural breaks : a robust extended error correction model
Arranz, Miguel A.
;
Escribano, Álvaro
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
1
,
pp. 23-52
Persistent link: https://www.econbiz.de/10001481788
Saved in:
31
Trend breaks in money growth and the money-output relation in the US
Vilasuso, Jon R.
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
1
,
pp. 53-60
Persistent link: https://www.econbiz.de/10001481798
Saved in:
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