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subject:"Structural break"
~person:"Chen, Bin"
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Structural break
Statistical test
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Chen, Bin
Perron, Pierre
14
Chang, Tsangyao
11
Kurozumi, Eiji
10
Yamamoto, Yohei
10
Wied, Dominik
8
Zeileis, Achim
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Hornik, Kurt
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Kleiber, Christian
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Sibbertsen, Philipp
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Taylor, Robert
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Chang, Hsu-Ling
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Eo, Yunjong
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Hall, Alastair R.
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Krämer, Walter
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Rao, Yao
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Su, Chi-Wei
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Andreou, Elena
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Bahmani-Oskooee, Mohsen
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Boldea, Otilia
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Hadri, Kaddour
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Breitung, Jörg
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Carrasco, Marine
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Carrion i Silvestre, Josep Lluís
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Clark, Todd E.
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Deng, Ai
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Enders, Walter
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Giesen, Sebastian
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Gil-Alaña, Luis A.
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Kruse, Robinson
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Lee, Dong Jin
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Leisch, Friedrich
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Leschinski, Christian
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McCracken, Michael W.
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Merz, Monika
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Morley, James C.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
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ECONIS (ZBW)
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1
Nonparametric testing for smooth structural changes in panel data models
Chen, Bin
;
Huang, Liquan
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 245-267
Persistent link: https://www.econbiz.de/10011974569
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2
Testing for smooth structural changes in time series models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1157-1183
Persistent link: https://www.econbiz.de/10009629017
Saved in:
3
Essays on specification tests for smooth structural changes and time series conditional distribution models
Chen, Bin
-
2007
Persistent link: https://www.econbiz.de/10009693136
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