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~subject:"Structural break"
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Structural break
Theorie
121
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115
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100
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93
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91
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85
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65
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20
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Dijk, Dick van
18
Osborn, Denise R.
6
Sensier, Marianne
6
Paap, Richard
5
Bataa, Erdenebat
3
Hafner, Christian M.
3
Munandar, Haris
3
Pooter, Michiel de
3
Ravazzolo, Francesco
3
Franses, Philip Hans
2
Hauwe, Sjoerd van den
2
Martens, Martin
2
Swanson, Norman R.
2
Hans Franses, Philip
1
van Dijk, Dick
1
van Dijk, Dick J. C.
1
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6
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3
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1
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1
Forecasting in the presence of structural breaks and model uncertainty
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The review of economics and statistics
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Tinbergen Institute Discussion Paper 11-023/4
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ECONIS (ZBW)
20
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Testing for causality in variance in the presence of breaks
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002452541
Saved in:
2
Testing for causality in variance in the presence of breaks
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002434290
Saved in:
3
Modeling and forecasting S&P 500 volatility : long memory, structural breaks and nonlinearity
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
-
2004
Persistent link: https://www.econbiz.de/10002128301
Saved in:
4
Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Saved in:
5
The euro introduction and non-euro currencies
Dijk, Dick van
;
Munandar, Haris
;
Hafner, Christian M.
-
2005
Persistent link: https://www.econbiz.de/10002851741
Saved in:
6
Changes in international business cycle affiliations
Bataa, Erdenebat
;
Osborn, Denise R.
;
Sensier, Marianne
; …
-
2009
Persistent link: https://www.econbiz.de/10003935265
Saved in:
7
Structural breaks in the international dynamics of inflation
Bataa, Erdenebat
;
Osborn, Denise R.
;
Sensier, Marianne
; …
- In:
The review of economics and statistics
95
(
2013
)
2
,
pp. 646-659
Persistent link: https://www.econbiz.de/10009763672
Saved in:
8
An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den
;
Paap, Richard
;
Dijk, Dick van
-
2011
Persistent link: https://www.econbiz.de/10008857052
Saved in:
9
Structural breaks in the international transmission of inflation
Bataa, Erdenebat
;
Osborn, Denise R.
;
Sensier, Marianne
; …
-
2009
Persistent link: https://www.econbiz.de/10003843627
Saved in:
10
The euro introduction and noneuro currencies
Dijk, Dick van
;
Munandar, Haris
;
Hafner, Christian M.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009124660
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