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~subject:"Structural break"
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Structural break
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Dijk, Dick van
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3
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3
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3
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3
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2
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Forecasting in the presence of structural breaks and model uncertainty
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ECONIS (ZBW)
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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/10002434290
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/10002452541
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
Testing for causality in variance in the presence of breaks
Dijk, Dick van
;
Osborn, Denise R.
;
Sensier, Marianne
- In:
Economics letters
89
(
2005
)
2
,
pp. 193-199
Persistent link: https://www.econbiz.de/10003172055
Saved in:
6
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:
7
Evaluating real-time forecasts in real-time
Dijk, Dick van
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003753981
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8
Bayesian model averaging in the presence of structural breaks
Ravazzolo, Francesco
;
Paap, Richard
;
Dijk, Dick van
; …
-
2006
Persistent link: https://www.econbiz.de/10003385036
Saved in:
9
Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry
Swanson, Norman R.
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
1
,
pp. 24-42
Persistent link: https://www.econbiz.de/10003279768
Saved in:
10
Structural breaks in the international transmission of inflation
Bataa, Erdenebat
;
Osborn, Denise R.
;
Sensier, Marianne
; …
-
2009
Persistent link: https://www.econbiz.de/10003843627
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