Statistical analysis of “structural change”: An annotated bibliography

Author:

Hackl P.,Westlund A. H.

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Reference492 articles.

1. Abraham B (1980) [4.8; M] Intervention analysis and multiple time series. Biomtrka 67:73–78

2. Abraham B, Minder CE (1982) [3.8] A time series model with random coefficients. CommStA 11:1381–1391

3. Abraham B, Wei WWS (1979) [4.5] Inferences in a switching time series. ASAProBuEc, pp 354–358

4. Abraham B, Wei WWS (1984) [4.4; BE] Inferences about the parameters of a time series model with changing variance. Metrika 31:183–194

5. Akkina KR (1974) [3.1; C] Application of random coefficient regression models to the aggregation problem. Econmtca 42:369–375

Cited by 24 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Structural Change in (Economic) Time Series;Complexity and Synergetics;2017-11-17

2. Moving Sums ( MOSUM );Wiley StatsRef: Statistics Reference Online;2016-08-05

3. Robust estimation of a dynamic spatio-temporal model with structural change;Journal of Statistical Computation and Simulation;2016-08-04

4. The financial econometrics of price discovery and predictability;International Review of Financial Analysis;2015-12

5. Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes;Econometric Reviews;2012-01

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