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Modelling structural breaks, long memory and stock market volatility: an overview
Banerjee, Anindya; Urga, Giovanni - In: Journal of Econometrics 129 (2005) 1-2, pp. 1-34
Persistent link: https://www.econbiz.de/10005192268
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Looking for structural breaks in co-integrated systems
Banerjee, Anindya; Urga, Giovanni - 1995
Persistent link: https://www.econbiz.de/10000910189
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Sequential methods for detecting structural breaks in co-integrated systems
Banerjee, Anindya; Urga, Giovanni - 1996
Persistent link: https://www.econbiz.de/10000951490
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Bootstrapping sequential tests for multiple structural breaks
Banerjee, Anindya; Lazarová, Stěpána; Urga, Giovanni - 1998
Persistent link: https://www.econbiz.de/10000990146
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Modelling UK trade : an exercise in sequential structural break procedures
Banerjee, Anindya; Urga, Giovanni - 1995
Persistent link: https://www.econbiz.de/10000914501
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Investigating structural breaks in the UK manufacturing trade
Banerjee, Anindya; Urga, Giovanni - 1995
Persistent link: https://www.econbiz.de/10000924217
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Bootstrapping sequential tests for multiple structural breaks
Banerjee, Anindya; Lazarova, Stephana; Urga, Giovanni - 1998
Persistent link: https://www.econbiz.de/10000670030
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Sequential methods for detecting structural breaks in co-integrated systems
Banerjee, Anindya; Urga, Giovanni - 1996
Persistent link: https://www.econbiz.de/10000618445
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Modelling UK trade : an exercise in sequential structural break procedures
Banerjee, Anindya; Urga, Giovanni - 1995
Persistent link: https://www.econbiz.de/10000561651
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Looking for structural breaks in cointegrated systems
Banerjee, Anindya; Urga, Giovanni - 1995
Persistent link: https://www.econbiz.de/10000151427