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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
Relation between credit default swap spreads and stock prices : a non-linear perspective
Mateev, Miroslav
;
Marinova, Elena P.
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012170980
Saved in:
5
Gold and oil prices : stable or unstable long-run relationship
Bassil, Charbel
;
Hamadi, Hassan
;
Mardini, Patrick
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012170984
Saved in:
6
Iranian inflation : peristence and structural breaks
Gil-Alaña, Luis A.
;
Dadgar, Yadollah
;
Nazari, Rouhollah
- In:
Journal of economics and finance
43
(
2019
)
2
,
pp. 398-408
Persistent link: https://www.econbiz.de/10012171203
Saved in:
7
Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks
Anjum, Hassan
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 750-763
Persistent link: https://www.econbiz.de/10012385205
Saved in:
8
The transmission of international stock market volatilities
Budd, Bruce Q.
- In:
Journal of economics and finance
42
(
2018
)
1
,
pp. 155-173
Persistent link: https://www.econbiz.de/10011978148
Saved in:
9
Some determinants of life expectancy in the United States : results from cointegration tests under structural breaks
Ketenci, Natalya Shevchik
;
Murthy, Vasudeva N. R.
- In:
Journal of economics and finance
42
(
2018
)
3
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012031075
Saved in:
10
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:
11
Bank risk in a decade of low interest rates
Chang, Yen-Ling
;
Talley, Daniel A.
- In:
Journal of economics and finance
41
(
2017
)
3
,
pp. 505-528
Persistent link: https://www.econbiz.de/10011802159
Saved in:
12
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:
13
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
40
(
2016
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10011658783
Saved in:
14
Structural break tests and the Greek sovereign debt crisis : revisited
Budd, Bruce Q.
- In:
Journal of economics and finance
40
(
2016
)
3
,
pp. 607-622
Persistent link: https://www.econbiz.de/10011659050
Saved in:
15
Interest rate dynamics and volatility transmission in the European short term interest rate market
Shaw, Frances
;
Murphy, Finbarr
;
O'Brien, Fergal
- In:
Journal of economics and finance
40
(
2016
)
4
,
pp. 754-772
Persistent link: https://www.econbiz.de/10011659069
Saved in:
16
On inter-arrival times of bond market extreme events : an application to seven European markets
Siakoulis, Vasileios G.
;
Venetis, Ioannis A.
- In:
Journal of economics and finance
39
(
2015
)
4
,
pp. 717-741
Persistent link: https://www.econbiz.de/10011471449
Saved in:
17
Greek sovereign bond index, volatility, and structural breaks
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of economics and finance
38
(
2014
)
4
,
pp. 687-697
Persistent link: https://www.econbiz.de/10011333815
Saved in:
18
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:
19
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:
20
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:
21
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:
22
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:
23
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:
24
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:
25
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:
26
Identifying regime changes in closed-end fund discounts
Hughen, Christopher
;
Wohar, Mark E.
- In:
Journal of economics and finance
30
(
2006
)
1
,
pp. 115-132
Persistent link: https://www.econbiz.de/10003383211
Saved in:
27
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:
28
Dating structural changes : an illustration from financial deregulation
Graddy, Duane B.
;
Kyle, Reuben
;
Strickland, Thomas H.
; …
- In:
Journal of economics and finance
28
(
2004
)
2
,
pp. 155-163
Persistent link: https://www.econbiz.de/10002417343
Saved in:
29
Long memory and structural breaks in hyperinflation countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economics and finance
27
(
2003
)
2
,
pp. 136-152
Persistent link: https://www.econbiz.de/10001784098
Saved in:
30
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:
31
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:
32
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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