Author:
Charles Amélie,Darné Olivier
Subject
Economics and Econometrics
Reference61 articles.
1. Statistical adequacy and the testing of trend versus difference stationarity and comments;Andreou;Econometric Reviews,2003
2. Detecting level shifts in time series;Balke;Journal of Business and Economic Statistics,1993
3. Shifting trends, segmented trends, and infrequent permanent shocks;Balke;Journal of Monetary Economics,1991
4. Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic time series;Balke;Journal of Applied Econometrics,1994
5. Modelling structural breaks, long memory and stock market volatility: an overview;Banerjee;Journal of Econometrics,2005
Cited by
7 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