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Occasional structural breaks and long memory
Granger, C. W. J.; Hyung, Namwon - 1999
Persistent link: https://www.econbiz.de/10001395178
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Occasional structural breaks and long memory
Granger, C. W. J.; Hyung, Namwon - In: Annals of economics and finance 14 (2013) 2, pp. 721-746
Persistent link: https://www.econbiz.de/10010237888
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A new test on asset return predictability with structural breaks
Cai, Zongwu; Chang, Seong Yeon - 2024
Persistent link: https://www.econbiz.de/10015338763
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A new test on asset return predictability with structural breaks
Cai, Zongwu; Chang, Seong Yeon - 2022
Persistent link: https://www.econbiz.de/10012888261
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Structural breaks and smooth transition autoregressive processes : an application to the US stock value ratios
Yoon, Gawon - In: Applied economics 43 (2011) 16/18, pp. 2313-2320
Persistent link: https://www.econbiz.de/10009380059
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Autocorrelation, structural breaks and the predicitve ability of dividend yield
Chen, An-sing; Zhang, Tai-wei - In: Applied economics 39 (2007) 4/6, pp. 645-652
Persistent link: https://www.econbiz.de/10003461974
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Essays on nonstandard testing of trend functions in time series models
Sayginsoy, Ozgen - 2004
Persistent link: https://www.econbiz.de/10003551599
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High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.; Bollerslev, Tim - 1999
Persistent link: https://www.econbiz.de/10001433207
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High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim; Wright, Jonathan H. - In: The review of economics and statistics 83 (2001) 4, pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
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An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation
Sun, Yixiao; Wang, Xuexin - In: Econometric reviews 41 (2022) 2, pp. 177-206
Persistent link: https://www.econbiz.de/10013167603