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RISModelling breaks and clusters in the steady states of macroeconomic variables
Publisher: Elsevier Science
Year: 2014
On the application of new tests for structural changes on global minimum variance portfolios
Publisher: Springer
Year: 2013
A joint test for structural stability and a unit root in autoregressions
Publisher: Elsevier Science
Year: 2014
On robust cross validation for nonparametric smoothing
Publisher: Springer-Verlag
Year: 2013
The influence of heteroskedastic variances on cointegration tests: A comparison using Monte Carlo simulations
Publisher: Springer-Verlag
Year: 2013
Fractional integration versus level shifts: The case of realized asset correlations
Publisher: Springer
Year: 2013
Nonlinear IV panel unit root testing under structural breaks in the error variance
Publisher: Springer
Year: 2013
When bubbles burst: Econometric tests based on structural breaks
Publisher: Springer
Year: 2013
A fluctuation test for constant Spearman’s rho with nuisance free limit distribution
Publisher: Elsevier Science
Year: 2014