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Structural break
Structural Breaks and Portfolio Performance in Global Equity Markets Harry J
Contagion Effect of Financial Crisis on OECD Stock Markets
Change Points in the Spread of COVID-19 Question the Effectiveness of Nonpharmaceutical Interventions in Germany
Forecasting and Model Averaging with Structural Breaks Anwen Yin Iowa State University
Testing Gaussian and Non-Gaussian Break Point Models: V4 Stock Markets Michael Princ Charles University
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Drawing Policy Suggestions to Fight Covid-19 from Hardly Reliable Data
Does Modeling a Structural Break Improve Forecast Accuracy?
COVID-19 and Instability of Stock Market Performance
Staphylococcus Aureus Bloodstream Infection Rates in Ireland: a Letter to the Editor Data-Driven Re-Analysis Cite This Article: Zhao S (2020)
Advanced Time Series and Forecasting Lecture 5 Structural Breaks
Long Memory Versus Structural Breaks in Modeling and Forecasting Realized Volatility
An Application to PPP
Homogeneity and Change-Point Detection Tests for Multivariate Data Using Rank Statistics Alexandre Lung-Yut-Fong, Céline Lévy-Leduc, Olivier Cappé
Asymptotic Delay Times of Sequential Tests Based on U-Statistics for Early and Late Change Points
Generalized Runs Tests to Detect Randomness in Hedge Funds Returns Rania Hentati-Kaffel, Philippe De Peretti
Locating Multiple Change-Points Using a Combination of Methods
Dynamics, Behaviours, and Anomaly Persistence in Cryptocurrencies and Equities Surrounding COVID-19
Structural Break Or Long Memory: an Empirical Survey on Daily Rainfall
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Equity Premium Predictability Over the Business Cycle
Package 'Strucchange'
Structural Breaks and Unit Root Tests for Short Panels
Evidence on Structural Changes in U.S. Time Series
Structural Breaks in Time Series∗
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Structural Break Detection in Time Series
The Equity Premium and Structural Breaks
Selected Techniques of Detecting Structural Breaks in Financial Volatility
Parametric Estimation QUA N TITATIV E R IS K M a N a G E M E N T in P Y TH ON
Structural Breaks in Inflation Dynamics Within the European Monetary Union
Real-Time Nowcasting Nominal GDP Under Structural Break∗
Testing for Smooth Structural Changes in Time Series Models Via Nonparametric Regression
Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function
A Fluctuation Test for Constant Spearman's Rho with Nuisance-Free
Forecasting with Structural Breaks: the District of Columbia Before and After the Financial Crisis*
Arxiv:1812.05792V1 [Stat.ML] 14 Dec 2018 Including Ranking, Expected Utility Calculations, and Classification with Unequal Costs
Testing for Unit Roots and Structural Breaks
Structural Break Tests Robust to Regression Misspecification
Theory and Practice of Testing for a Single Structural Break in Stata
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
A New Test in a Predictive Regression with Structural Breaks∗
Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements
Before-And-After Analysis: an Application of Structural Break Testing to the Determination of Economic Damages
Testing for a Structural Break in a Spatial Panel Model
Determining the Relatively Efficient Test Statistic Measure Between The
Analysis of Break-Points in Financial Time Series Jean Remy Habimana University of Arkansas, Fayetteville
Testing for Structural Breaks in the Evaluation of Programs
CUSUM and CUSUM of Squares Test, the CUSUM Test with OLS Residuals, the Mann-Whitney Test and Quandt’S Log Likelihood Ratio
Structural Break Analysis of the Czech and Polish Stock Markets
Testing the Validity of the Single Interrupted Time Series Design Katherine Baicker and Theodore Svoronos
Testing for Structural Change Theory, Implementation and Applications
Lecture 12: Structural Breaks and Threshold Model Page 2
Detecting Big Structural Breaks in Large Factor Models∗
Estimation of a Structural Break Point in Linear Regression Models Arxiv
Detection of Multiple Structural Breaks in Large Covariance Matrices
Inference After Estimation of Breaks∗
Testing for Structural Breaks in Discrete Choice Models
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis
Conditional Dependence Between Oil Prices and Exchange Rates in BRICS Countries: an Application of the Copula-GARCH Model
Detecting Big Structural Breaks in Large Factor Models✩
Structural Breaks Estimation for Non-Stationary Time Series Signals
Detecting Big Structural Breaks in Large Factor Models
Aggregating Distributions and Detecting Structural Breaks
Consistent Factor Estimation in Dynamic Factor Models with Structural Instability∗
Unit Roots and Structural Breaks
Modelling Regime Switching and Structural Breaks with an Infinite
Significant Disruptions in the International Incidence of Hepatitis Delta Virus
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors
Efficient Tests for General Persistent Time Variation in Regression
Strucchange: an R Package for Testing for Structural Change in Linear Regression Models