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Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data
Cati, R.C.; Garcia, M.G.P.; Perron, P. - In: Journal of applied econometrics 14 (1999) 1, pp. 27-56
Persistent link: https://www.econbiz.de/10006989751
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Computation and analysis of multiple structural change models
Bai, Jushan; Perron, Pierre - In: Journal of applied econometrics 18 (2003) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001738235
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Using OLS to estimate and test for structural changes in models with endogenous regressors
Perron, Pierre; Yamamoto, Yohei - In: Journal of applied econometrics 30 (2015) 1, pp. 119-144
Persistent link: https://www.econbiz.de/10011327644
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Bayesian inference for periodic regime-switching models
Ghysels, Eric - In: Journal of applied econometrics 13 (1998) 2, pp. 129-143
Persistent link: https://www.econbiz.de/10001241597
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Bayesian Inference for Periodic Regime-switching Models
Ghysels, E.; McCulloch, R.E.; Tsay, R.S. - In: Journal of applied econometrics 13 (1998) 2, pp. 129-144
Persistent link: https://www.econbiz.de/10006993750
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Detecting multiple breaks in financial market volatility dynamics
Andreou, Elena; Ghysels, Eric - In: Journal of applied econometrics 17 (2002) 5, pp. 579-600
Persistent link: https://www.econbiz.de/10001709317
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Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii; Ball, Ryan T.; Ghysels, Eric; Striaukas, … - In: Journal of applied econometrics 39 (2024) 2, pp. 292-307
Persistent link: https://www.econbiz.de/10014517329