Documents similaires: Bootstrapping sequential tests for multiple structural breaks
- Sequential methods for detecting structural breaks in cointegrated systems
- Fractional integration in the purchasing power parity
- Quantitative methods in economics multiple criteria decision making XII
- Quantitative methods in economics : multiple criteria decision making XIII proceedings of the international conference
- Testing the joint hypothesis of rationality and neutrality under seasonal cointegration <the> case of Korea
- Quantitative Methods in Economics: Multiple Criteria Decision Making XXI Proceedings of the International Scientific Conference: 25th May - 27th May 2022, Púchov, Slovakia
Auteur: Banerjee, Anindya
- Bootstrapping sequential tests for multiple structural breaks
- Sequential methods for detecting structural breaks in cointegrated systems
- <An> I(2) analysis of inflation and the markup
- Simultaneous versus sequential move structures in principal-agent models
- Some cautions on the use of panel methods for integrated series of macro-economic data
- <The> Markup and the business cycle reconsidered