Statistical Analysis of "Structural Change": An Annotated Bibliography
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Citations
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Cited by:
- Kleiber, Christian, 2016.
"Structural Change in (Economic) Time Series,"
Working papers
2016/06, Faculty of Business and Economics - University of Basel.
- Christian Kleiber, 2017. "Structural Change in (Economic) Time Series," Papers 1702.06913, arXiv.org.
- Fiteni, Inmaculada, 1998. "Robust estimation of structural break points," DES - Working Papers. Statistics and Econometrics. WS 10685, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Narayan, Seema & Smyth, Russell, 2015.
"The financial econometrics of price discovery and predictability,"
International Review of Financial Analysis, Elsevier, vol. 42(C), pages 380-393.
- Seema Narayan & Russell Smyth, 2015. "The Financial Econometrics of Price Discovery and Predictability," Monash Economics Working Papers 06-15, Monash University, Department of Economics.
- Diebold, Francis X. & Chen, Celia, 1996.
"Testing structural stability with endogenous breakpoint A size comparison of analytic and bootstrap procedures,"
Journal of Econometrics, Elsevier, vol. 70(1), pages 221-241, January.
- Celia Chen & Francis X. Diebold, 1993. "Testing structural stability with endogenous break point: a size comparison of analytic and bootstrap procedures," Working Papers 93-11, Federal Reserve Bank of Philadelphia.
- Fiteni, Inmaculada, 2004. "[tau]-estimators of regression models with structural change of unknown location," Journal of Econometrics, Elsevier, vol. 119(1), pages 19-44, March.
- Bischoff, Wolfgang & Hashorva, Enkelejd & Hüsler, Jürg & Miller, Frank, 2004. "On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models," Statistics & Probability Letters, Elsevier, vol. 66(2), pages 105-115, January.
- Zeileis, Achim & Kleiber, Christian & Kramer, Walter & Hornik, Kurt, 2003.
"Testing and dating of structural changes in practice,"
Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 109-123, October.
- Zeileis, Achim & Kleiber, Christian & Krämer, Walter & Hornik, Kurt, 2002. "Testing and dating of structural changes in practice," Technical Reports 2002,39, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Elliott, Graham & Mueller, Ulrich K., 2004. "Optimally Testing General Breaking Processes in Linear Time Series Models," University of California at San Diego, Economics Working Paper Series qt58n33447, Department of Economics, UC San Diego.
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