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In this article we present a computationally efficient method for finding multiple structural breaks at unknown dates based on regression trees. We outline the procedure and present the results of a simulation study to assess the performance of the method and to compare it with the procedure...
Persistent link: https://www.econbiz.de/10008691637
The article discusses alternative Research Assessment Measures (RAM), with an emphasis on the Thomson Reuters ISI Web of Science database (hereafter ISI). Some analysis and comparisons are also made with data from the SciVerse Scopus database. The various RAM that are calculated annually or...
Persistent link: https://www.econbiz.de/10009228518
We derive the asymptotic distribution of the ordinary least squares estimator in a regression with cointegrated variables under misspecification and/or nonlinearity in the regressors. We show that, under some circumstances, the order of convergence of the estimator changes and the asymptotic...
Persistent link: https://www.econbiz.de/10010975480