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Detecting common breaks in the means of high dimensional cross-dependent panels
Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Zhao, Yuqian - In: The econometrics journal 25 (2022) 2, pp. 362-383
Persistent link: https://www.econbiz.de/10013253840
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Change-point monitoring in linear models
Aue, Alexander; Horváth, Lajos; Husková, Marie; … - In: The econometrics journal 9 (2006) 3, pp. 373-403
Persistent link: https://www.econbiz.de/10007402526
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Change-point monitoring in linear models
Aue, Alexander; Horváth, Lajos; Hušková, Marie; … - In: The econometrics journal 9 (2006) 3, pp. 373-403
Persistent link: https://www.econbiz.de/10003390158
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Change point tests in functional factor models with application to Yield curves
Bardsley, Patrick; Horváth, Lajos; Kokoszka, Piotr; … - In: The econometrics journal 20 (2017) 1, pp. 86-117
Persistent link: https://www.econbiz.de/10011719969
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Predictability of shapes of intraday price curves
Kokoszka, Piotr; Reimherr, Matthew - In: The econometrics journal 16 (2013) 3, pp. 285-308
Persistent link: https://www.econbiz.de/10010253641