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ECONIS (ZBW)
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1
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
2
On multiple structural breaks in distribution : an empirical characteristic function approach
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Econometric theory
39
(
2023
)
3
,
pp. 534-581
Persistent link: https://www.econbiz.de/10014306649
Saved in:
3
Generalized laplace inference in multiple change-points models
Casini, Alessandro
;
Perron, Pierre
- In:
Econometric theory
38
(
2022
)
1
,
pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
Saved in:
4
Effects of financial liberalizationon the productivity growth of agriculture sector in the presence of structural breaks : evidence from Ghana
Amoah, Robertson
;
Kwarteng, Peter
- In:
International journal of economics and finance
12
(
2020
)
5
,
pp. 22-41
Persistent link: https://www.econbiz.de/10012425097
Saved in:
5
Equity premium prediction with structural breaks : a two-stage forecast combination approach
Yin, Anwen
- In:
International journal of economics and finance
11
(
2019
)
12
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012197463
Saved in:
6
Speed of reversion to PPP with structural breaks for Brazilian cities
Bastos, Felipe de Sousa
;
Arruda, Elano Ferreira
; …
- In:
International journal of economics and finance
10
(
2018
)
4
,
pp. 15-24
Persistent link: https://www.econbiz.de/10011859911
Saved in:
7
Structural change in nonstationary AR(1) models
Pang, Tianxiao
;
Chong, Terence Tai-Leung
;
Zhang, Danna
; …
- In:
Econometric theory
34
(
2018
)
5
,
pp. 985-1017
Persistent link: https://www.econbiz.de/10011951449
Saved in:
8
What affects the relationships between oil and industrial sector? : case of Eurozone
Kamışlı, Melik
;
Kamışlı, Serap
;
Temizel, Fatih
; …
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 52-59
Persistent link: https://www.econbiz.de/10011762537
Saved in:
9
Sustainability of current account deficit in Turkey and an ampirical analysys for Unit Root test with two structural breaks
Çiğdem, Gülgün
- In:
International journal of economics and finance
9
(
2017
)
12
,
pp. 253-259
Persistent link: https://www.econbiz.de/10011783879
Saved in:
10
The effect of liquidity on financial performance : evidence from Turkish retail industry
Demirgüneş, Kartal
- In:
International journal of economics and finance
8
(
2016
)
4
,
pp. 63-79
Persistent link: https://www.econbiz.de/10011456394
Saved in:
11
May monetary transmission lags have a role in missing inflation targets in Turkey? : cointegration tests with structural breaks and structural VAR analysis
Bulut, Umit
- In:
International journal of economics and finance
8
(
2016
)
4
,
pp. 93-103
Persistent link: https://www.econbiz.de/10011456414
Saved in:
12
Stationarity of real exchange rates in the "fragile five" : analysis with structural breaks
Umit, A. Oznur
- In:
International journal of economics and finance
8
(
2016
)
4
,
pp. 254-270
Persistent link: https://www.econbiz.de/10011456890
Saved in:
13
Detecting for smooth structural changes in GARCH models
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
32
(
2016
)
3
,
pp. 740-791
Persistent link: https://www.econbiz.de/10011606827
Saved in:
14
The long-run relationship between saving and investment in Greece
Dritsaki, Chaido
- In:
International journal of economics and finance
7
(
2015
)
9
,
pp. 178-192
Persistent link: https://www.econbiz.de/10011347278
Saved in:
15
Long memory property and structural breaks in volatility : evidence from Turkey and Brazil
Günay, Samet
- In:
International journal of economics and finance
6
(
2014
)
12
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010461485
Saved in:
16
Endogenous structural breaks and the stability of the money demand function in Saudi Arabia
Banafea, Waheed Abdulrahman
- In:
International journal of economics and finance
6
(
2014
)
1
,
pp. 155-164
Persistent link: https://www.econbiz.de/10010236864
Saved in:
17
A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS
Perron, Pierre
;
Yamamoto, Yohei
- In:
Econometric theory
30
(
2014
)
2
,
pp. 491-507
Persistent link: https://www.econbiz.de/10010399749
Saved in:
18
Testing for global volatility spillover, financial contagion and structural break in fifteen economies from two regions : a diagonal VECH matrix and EGARCH (1,1) approach
Islam, Raisul
;
Islam, M. Talhatul
;
Chowdhury, Abdul Hannan
- In:
International journal of economics and finance
5
(
2013
)
5
,
pp. 159-170
Persistent link: https://www.econbiz.de/10009747379
Saved in:
19
Nonlinear income convergence and structural breaks : further empirical evidence
Nyong, Michael O.
;
Omobitan, Olufunsho A.
- In:
International journal of economics and finance
5
(
2013
)
4
,
pp. 81-88
Persistent link: https://www.econbiz.de/10009737845
Saved in:
20
On the behavior of fixed-b trend break tests under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
29
(
2013
)
2
,
pp. 393-418
Persistent link: https://www.econbiz.de/10009760001
Saved in:
21
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
22
Analysis of real and nominal interest rates with inflation for OECD countries : evidence from LM unit root tests with structural breaks
Iskenderoglu, Omer
- In:
International journal of economics and finance
3
(
2011
)
4
,
pp. 130-137
Persistent link: https://www.econbiz.de/10009311495
Saved in:
23
Averaging estimators for regressions with a possible structural break
Hansen, Bruce E.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1498-1514
Persistent link: https://www.econbiz.de/10003904419
Saved in:
24
Testing for a unit root in the presence of a possible break in trend
Harris, David
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
Saved in:
25
GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
;
Perron, …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1754-1792
Persistent link: https://www.econbiz.de/10003904443
Saved in:
26
Simple, robust, and powerful tests of the breaking trend hypothesis
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
4
,
pp. 995-1029
Persistent link: https://www.econbiz.de/10003875923
Saved in:
27
On distinguishing betweeen random walk and change in the mean alternatives
Aue, Alexander
;
Horváth, Lajos
;
Hušková, Marie
; …
- In:
Econometric theory
25
(
2009
)
2
,
pp. 411-441
Persistent link: https://www.econbiz.de/10003818307
Saved in:
28
A proof of the power of Kim's test against stationary processes with structural breaks
Belaire-Franch, Jorge
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1172-1176
Persistent link: https://www.econbiz.de/10003193588
Saved in:
29
Robust estimation of structural break points
Fiteni, Immaculada
- In:
Econometric theory
18
(
2002
)
2
,
pp. 349-386
Persistent link: https://www.econbiz.de/10001661299
Saved in:
30
Structural change in AR(1) models
Chong, Terence Tai-Leung
- In:
Econometric theory
17
(
2001
)
1
,
pp. 87-155
Persistent link: https://www.econbiz.de/10001556082
Saved in:
31
Behavior of Dickey-Fuller t-tests when there is a break under the alternative hypothesis
Leybourne, Stephen James
;
Newbold, Paul
- In:
Econometric theory
16
(
2000
)
5
,
pp. 779-789
Persistent link: https://www.econbiz.de/10001533177
Saved in:
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