Nothing Special   »   [go: up one dir, main page]
create a website
The uncertain unit root in real GNP: A re-examination. (2009). Darné, Olivier ; Darne, Olivier.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:31:y:2009:i:1:p:153-166.

Full description at Econpapers || Download paper

Cited: 20

Citations received by this document

Cites: 54

References cited by this document

Cocites: 38

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darne, Olivier ; Charles, Amelie.
    In: Post-Print.
    RePEc:hal:journl:hal-03186891.

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. Spurious OLS Estimators of Detrending Method by Adding a Linear Trend in Difference-Stationary Processes - A Mathematical Proof and its Verification by Simulation. (2020). Zhiming, Long ; Herrera, Remy.
    In: Post-Print.
    RePEc:hal:journl:hal-03083782.

    Full description at Econpapers || Download paper

  4. Spurious OLS Estimators of Detrending Method by Adding a Linear Trend in Difference-Stationary Processes - A Mathematical Proof and its Verification by Simulation. (2020). Zhiming, Long ; Herrera, Remy.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-03083782.

    Full description at Econpapers || Download paper

  5. Macroeconomic impacts of the 2010 earthquake in Haiti. (2019). Burke, Paul ; Best, Rohan.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:5:d:10.1007_s00181-017-1405-4.

    Full description at Econpapers || Download paper

  6. Dynamika płac a długotrwałe bezrobocie w polskiej gospodarce. (2016). Bartosik, Krzysztof ; Mycielski, Jerzy.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:47:y:2016:i:6:p:435-462.

    Full description at Econpapers || Download paper

  7. Dynamika płac a długotrwałe bezrobocie w polskiej gospodarce. (2016). Bartosik, Krzysztof ; Mycielski, Jerzy.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:47:y:2016:i:5:p:435-462.

    Full description at Econpapers || Download paper

  8. Nonstationary-volatility robust panel unit root tests and the great moderation. (2015). Czudaj, Robert ; Hanck, Christoph.
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:99:y:2015:i:2:p:161-187.

    Full description at Econpapers || Download paper

  9. Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement. (2015). Kim, Jae ; Choi, In.
    In: MPRA Paper.
    RePEc:pra:mprapa:68411.

    Full description at Econpapers || Download paper

  10. Long-run monetary neutrality under stochastic and deterministic trends. (2015). Ventosa-Santaulària, Daniel ; Noriega, Antonio ; Ventosa-Santaularia, Daniel .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:47:y:2015:i:c:p:372-382.

    Full description at Econpapers || Download paper

  11. .

    Full description at Econpapers || Download paper

  12. Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation. (2013). Czudaj, Robert ; Hanck, Christoph .
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79734.

    Full description at Econpapers || Download paper

  13. A note of the uncertain trend in US real GNP: Evidence from robust unit root tests. (2012). Darné, Olivier ; Charles, Amelie.
    In: Post-Print.
    RePEc:hal:journl:hal-00956936.

    Full description at Econpapers || Download paper

  14. Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries. (2011). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan.
    In: MPRA Paper.
    RePEc:pra:mprapa:29648.

    Full description at Econpapers || Download paper

  15. Stationarity, structural breaks, and economic growth in Mexico: 1895-2008. (2011). Noriega, Antonio ; Rodriguez-Perez, Cid Alonso .
    In: Working Papers.
    RePEc:bdm:wpaper:2011-11.

    Full description at Econpapers || Download paper

  16. Une approche déterministe du taux de change euro-dollar. (2010). Goux, Jean-Franois .
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2010_num_195_4_8059.

    Full description at Econpapers || Download paper

  17. Cliometrics and Time Series Econometrics: Some Theory and Applications. (2010). Oxley, Les ; Grreasley, David .
    In: Working Papers in Economics.
    RePEc:cbt:econwp:10/56.

    Full description at Econpapers || Download paper

  18. CLIOMETRICS AND TIME SERIES ECONOMETRICS: SOME THEORY AND APPLICATIONS. (2010). Oxley, Les ; Greasley, David.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:24:y:2010:i:5:p:970-1042.

    Full description at Econpapers || Download paper

  19. Spurious Long-Horizon Regression in Econometrics. (2010). Ventosa-Santaulària, Daniel ; Noriega, Antonio ; Ventosa-Santaularia, Daniel .
    In: Working Papers.
    RePEc:bdm:wpaper:2010-06.

    Full description at Econpapers || Download paper

  20. Econometric history of the growth–volatility relationship in the USA: 1919–2017. (). Darné, Olivier ; Charles, Amelie.
    In: Cliometrica.
    RePEc:spr:cliomt:v::y::i::d:10.1007_s11698-020-00209-y.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Balke, N.S. Detecting level shifts in time series. 1993 Journal of Business and Economic Statistics. 11 81-92

  2. Balke, N.S. ; Fomby, T.B. Large shocks, small shocks, and economic fluctuations: Outliers in macroeconomic time series. 1994 Journal of Applied Econometrics. 9 181-200

  3. Balke, N.S. ; Fomby, T.B. Shifting trends, segmented trends, and infrequent permanent shocks. 1991 Journal of Monetary Economics. 28 61-85

  4. Balke, N.S. ; Gordon, R.J. The estimation of pre-war gross national product: Methodology and new evidence. 1989 Journal of Political Economy. 97 38-92

  5. Box, G.E.P. ; Tiao, G.C. Intervention analysis with applications to economic and environmental problems. 1975 Journal of the American Statistical Association. 70 70-79
    Paper not yet in RePEc: Add citation now

  6. Bradley, M.D. ; Jansen, D.W. Unit roots and infrequent large shocks: New international evidence on output growth. 1995 Journal of Money, Credit, and Banking. 27 876-893

  7. Chang, I. ; Tiao, G.C. ; Chen, C. Estimation of time series parameters in the presence of outliers. 1988 Technometrics. 30 193-204
    Paper not yet in RePEc: Add citation now
  8. Chen, C. ; Liu, L.M. Joint estimation of model parameters and outlier effects in time series. 1993 Journal of the American Statistical Association. 88 284-297
    Paper not yet in RePEc: Add citation now

  9. Chen, C. ; Tiao, G.C. Random level-shift time series model, ARIMA approximations, and level-shift detection. 1990 Journal of Business and Economic Statistics. 8 83-97

  10. Cheung, Y-W. ; Chinn, M.D. Further investigation of the uncertain unit root in GNP. 1997 Journal of Business and Economic Statistics. 15 68-73

  11. Christiano, L.J. ; Eichenbaum, M. Unit roots in real GNP: Do we know and do we care?. 1990 Carnegie-Rochester Conference Series on Public Policy. 32 7-61

  12. Cole, H.L. ; Ohanian, L.E. The Great Depression in the United States from a neoclassical perspective. 1999 Federal Reserve Bank of Mineapolis Quarterly Review. 23 2-24

  13. Darné, O. ; Diebolt, C. Unit roots and infrequent large shocks: New international evidence on output. 2004 Journal of Monetary Economics. 51 1449-1465

  14. DeJong, D.N. ; Nankervis, J.C. ; Savin, N.E. ; Whiteman, C.H. Integration versus trend stationary in time series. 1992 Econometrica. 60 423-433

  15. Diebold, F.X. ; Senhadji, A. The uncertain root in real GNP: Comment. 1996 American Economic Review. 86 1291-1298

  16. Elliott, G. ; Rothenberg, T.J. ; Stock, J.H. Efficient tests for an autoregressive unit root. 1996 Econometrica. 64 813-836

  17. Everaert, G. Infrequent large shocks to unemployment: New evidence on alternative persistence perspectives. 2001 Labour. 15 555-577
    Paper not yet in RePEc: Add citation now

  18. Franses, P.H. ; Haldrup, N. The effects of additive outliers on tests for unit roots and cointegration. 1994 Journal of Business and Economic Statistics. 12 471-478

  19. Friedman, M. The role of monetary policy. 1968 American Economic Review. 58 1-17
    Paper not yet in RePEc: Add citation now
  20. Friedman, M. ; Schwartz, A.J. A Monetary History of the United States, 1867–1960. 1963 Princeton University Press: Princeton
    Paper not yet in RePEc: Add citation now
  21. Gómez, V. and Maravall, A. 1997, Programs TRAMO and SEATS: Instructions for the user (Beta version: June 1997), Working paper No 97001, Ministerio de Economía y Hacienda, Dirección General de Análisis y Programación Presupuestaria.
    Paper not yet in RePEc: Add citation now
  22. Gallman, R.E. Gross national product in the US, 1834–1909. 1966 En : Output, Employment and Productivity in the United States. Columbia University Press for National Bureau of Economic Research: New York.
    Paper not yet in RePEc: Add citation now
  23. Kendrick, J.W. Productivity Trends in the US. 1961 Princeton University Press for National Bureau of Economic Research: Princeton
    Paper not yet in RePEc: Add citation now

  24. Kilian, L. ; Ohanian, L.E. Unit roots, trend breaks, and transitory dynamics: A macroeconomic perspective. 2002 Macroeconomic Dynamics. 6 614-632

  25. Kuznets, S.S. Capital in the American Economy. 1961 Princeton University Press for National Bureau of Economic Research: Princeton
    Paper not yet in RePEc: Add citation now
  26. Kuznets, S.S. National Income and its Composition, 1919–1938. 1941 National Bureau of Economic Research: New York
    Paper not yet in RePEc: Add citation now

  27. Kuznets, S.S. National Product since 1869. 1946 National Bureau of Economic Research: New York

  28. Kydland, F.E. ; Prescott, E.C. Time to build and aggregate fluctuations. 1982 Econometrica. 50 1345-1370

  29. Long, J.B. ; Plosser, C.I. Real business cycle. 1983 Journal of Political Economy. 91 39-69

  30. Lucas, R.E. Expectations and neutrality of money. 1972 Journal of Economic Theory. 4 103-124

  31. Lucas, R.E. Some international evidence on output inflation tradeoffs. 1974 American Economic Review. 63 326-334
    Paper not yet in RePEc: Add citation now

  32. Lucas, R.E. ; Rapping, L.A. Real wages, employment and inflation. 1969 Journal of Political Economy. 77 721-754

  33. Maddala, G.S. ; Kim, I-M. Unit Roots, Cointegration and Structural Change. 2000 Cambridge University Press: Cambridge
    Paper not yet in RePEc: Add citation now
  34. Maddison, A. . 2001 OECD:
    Paper not yet in RePEc: Add citation now
  35. Maddison, A. Monitoring the World Economy 1820–1992. 1995 OECD: Paris
    Paper not yet in RePEc: Add citation now

  36. Murray, C.J. ; Nelson, C.R. The great depression and output persistence: A reply to Papell and Prodan. 2004 Journal of Money, Credit and Banking. 36 429-432

  37. Murray, C.J. ; Nelson, C.R. The great depression and output persistence. 2002 Journal of Money, Credit and Banking. 34 1090-1098

  38. Murray, C.J. ; Nelson, C.R. The uncertain trend in US GDP. 2000 Journal of Monetary Economics. 46 79-95

  39. Nelson, C.R. ; Plosser, C.I. Trends and random walks in macroeconomic time series. 1982 Journal of Monetary Economics. 10 139-162

  40. Newbold, P. ; Leybourne, S. ; Wohar, M.E. Trend-stationarity, difference-stationarity, or neither: Further diagnostic tests with an application to US real GNP, 1875–1993. 2001 Journal of Economics and Business. 53 85-102

  41. Ng, S. ; Perron, P. Lag length selection and the construction of unit root tests with good size and power. 2001 Econometrica. 69 1519-1554

  42. Ohanian, L.E. The macroeconomic effects of war finance in the United States: World War II and the Korean war. 1997 American Economic Review. 87 23-40

  43. Osborn, D.R. ; Heravi, S. ; Birchenhall, C.R. Seasonal unit roots and forecasts of two-digit European industrial production. 1999 International Journal of Forecasting. 15 27-47

  44. Papell, D.H. ; Prodan, R. The uncertain unit root in US real GDP: Evidence with restricted and unrestricted structural change. 2004 Journal of Money, Credit and Banking. 36 423-427

  45. Perron, P. The great crash, the oil price shock, and the unit root hypothesis. 1989 Econometrica. 57 1361-1401

  46. Perron, P. ; Ng, S. Useful modifications to unit root tests with dependent errors and their local asymptotic properties. 1996 Review of Economic Studies. 63 435-465

  47. Phillips, P.C.B. ; Perron, P. Testing for unit root in time series regression. 1988 Biometrika. 75 347-353
    Paper not yet in RePEc: Add citation now

  48. Rappoport, P. ; Reichlin, L. Segmented trends and non-stationary time series. 1989 Economic Journal. 99 168-177

  49. Romer, C.D. The prewar business cycle reconsidered: New estimates of gross national product, 1869–1908. 1989 Journal of Political Economy. 97 1-37

  50. Rothman, P. More uncertainty about the unit root in US real GNP. 1997 Journal of Macroeconomics. 19 771-780

  51. Rudebusch, G. The uncertain unit root in real GNP. 1993 American Economic Review. 83 264-272

  52. Tolvi, J. Outliers in eleven finnish macroeconomic time series. 2001 Finnish Economic Papers. 14 14-32

  53. Tsay, R.S. Outliers, level shifts, and variance changes in time series. 1988 Journal of Forecasting. 7 1-20
    Paper not yet in RePEc: Add citation now
  54. Yin, Y. ; Maddala, G.S. The effects of different types of outliers on unit root tests. 1997 En : . JAI Press: Greenwich, Connecticut
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
  2. A heuristic, iterative algorithm for change-point detection in abrupt change models. (2018). Kuchenhoff, Helmut ; Vito, ; Fasola, Salvatore.
    In: Computational Statistics.
    RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0740-4.

    Full description at Econpapers || Download paper

  3. Permanent shocks and forecasting with moving averages. (2017). Brorsen, B ; Lee, Yoonsuk .
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:12:p:1213-1225.

    Full description at Econpapers || Download paper

  4. A Bayesian multiple structural change regression model with autocorrelated errors. (2016). Kim, Jaehee ; Jeong, Chulwoo .
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:43:y:2016:i:9:p:1690-1705.

    Full description at Econpapers || Download paper

  5. The pairwise approach to model a large set of disaggregates with common trends. (2014). Espasa, Antoni ; Carlomagnol, Guillermo .
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws141309.

    Full description at Econpapers || Download paper

  6. Inference for single and multiple change-points in time series. (2013). MacNeill, Ian ; Jandhyala, Venkata ; Fotopoulos, Stergios ; Liu, Pengyu .
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:34:y:2013:i:4:p:423-446.

    Full description at Econpapers || Download paper

  7. Trends and random walks in macroeconomic time series: A reappraisal. (2012). Darné, Olivier ; Charles, Amelie.
    In: Post-Print.
    RePEc:hal:journl:hal-00956937.

    Full description at Econpapers || Download paper

  8. Trends and random walks in macroeconomic time series: A reappraisal. (2012). Darné, Olivier ; CHARLES, Amelie.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:1:p:167-180.

    Full description at Econpapers || Download paper

  9. Large shocks in U.S. macroeconomic time series: 1860-1988. (2011). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-00771828.

    Full description at Econpapers || Download paper

  10. Modeling structural breaks in economic relationships using large shocks. (2010). Tzavalis, Elias ; Kapetanios, G..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:3:p:417-436.

    Full description at Econpapers || Download paper

  11. Detecting level shifts in ARMA-GARCH (1,1) Models. (2009). Catalan, Beatriz ; Trivez, Javier F..
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:36:y:2009:i:6:p:679-697.

    Full description at Econpapers || Download paper

  12. Large shocks in U.S. macroeconomic time series: 1860–1988. (2009). Darné, Olivier ; CHARLES, Amelie.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00422502.

    Full description at Econpapers || Download paper

  13. The uncertain unit root in real GNP: A re-examination. (2009). Darné, Olivier ; Darne, Olivier.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:31:y:2009:i:1:p:153-166.

    Full description at Econpapers || Download paper

  14. Multiscale spectral analysis for detecting short and long range change points in time series. (2008). Godtliebsen, Fred ; Chaudhuri, Probal ; Olsen, Lena Ringstad.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:52:y:2008:i:7:p:3310-3330.

    Full description at Econpapers || Download paper

  15. Forecasting volatility in GARCH models with additive outliers. (2007). F. Javier Trívez, .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:7:y:2007:i:6:p:591-596.

    Full description at Econpapers || Download paper

  16. Testing for infrequent permanent shocks: is the US inflation rate stationary?. (2007). Fujihara, Roger A..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:12:p:951-960.

    Full description at Econpapers || Download paper

  17. Use of Partial Cumulative Sum to Detect Trends and Change Periods for Nonlinear Time Series. (2006). Wu, Berlin ; Chen, Liyang .
    In: Journal of Economics and Management.
    RePEc:jec:journl:v:2:y:2006:i:2:p:123-145.

    Full description at Econpapers || Download paper

  18. Restricted estimation of an adjusted time series: application to Mexicos industrial production index. (2005). Guerrero, Victor .
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:32:y:2005:i:2:p:157-177.

    Full description at Econpapers || Download paper

  19. The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks. (2004). Tzavalis, Elias ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp524.

    Full description at Econpapers || Download paper

  20. The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks. (2004). Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:524.

    Full description at Econpapers || Download paper

  21. Smooth transition exponential smoothing. (2004). Taylor, James W..
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:23:y:2004:i:6:p:385-404.

    Full description at Econpapers || Download paper

  22. DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY. (2004). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2004-06.

    Full description at Econpapers || Download paper

  23. Prediction of deterministic functions: an application of a Gaussian kriging model to a time series outlier problem. (2004). Mira, Jose ; Sanchez, Maria Jesus .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:44:y:2004:i:3:p:477-491.

    Full description at Econpapers || Download paper

  24. Outlier detection in multivariate time series via projection pursuit. (2004). Galeano, Pedro ; Pea, Daniel ; Tsay, Ruey S..
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws044211.

    Full description at Econpapers || Download paper

  25. Automatic selective intervention in dynamic linear models. (2003). Salvador, Manuel ; Gargallo, Pilar.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:30:y:2003:i:10:p:1161-1184.

    Full description at Econpapers || Download paper

  26. Testing and dating of structural changes in practice. (2003). Zeileis, Achim ; Krämer, Walter ; Kleiber, Christian ; Kramer, Walter ; Hornik, Kurt .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:44:y:2003:i:1-2:p:109-123.

    Full description at Econpapers || Download paper

  27. Detecting level shifts in the presence of conditional heteroscedasticity.. (2003). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws036313.

    Full description at Econpapers || Download paper

  28. Testing and dating of structural changes in practice. (2002). Zeileis, Achim ; Krämer, Walter ; Kleiber, Christian ; Kramer, Walter ; Hornik, Kurt .
    In: Technical Reports.
    RePEc:zbw:sfb475:200239.

    Full description at Econpapers || Download paper

  29. Outliers in eleven Finnish macroeconomic time series. (2001). Tolvi, Jussi .
    In: Finnish Economic Papers.
    RePEc:fep:journl:v:14:y:2001:i:1:p:14-32.

    Full description at Econpapers || Download paper

  30. Structural breaks, ARIMA model and Finnish inflation forecasts. (2001). Junttila, Juha.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:17:y:2001:i:2:p:203-230.

    Full description at Econpapers || Download paper

  31. Computing Observation Weights for Signal Extraction and Filtering. (2000). Koopman, Siem Jan ; Harvey, Andrew.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0888.

    Full description at Econpapers || Download paper

  32. Statistical Algorithms for Models in State Space Using SsfPack 2.2. (1998). Doornik, Jurgen ; Shephard, N ; Koopman, S. J. M., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:8fe36759-6517-4c66-86fa-e8cb6bc2b624.

    Full description at Econpapers || Download paper

  33. Statistical Algorithms for Models in State Space Using SsfPack 2.2. (1998). Shephard, Neil ; Koopman, Siem Jan ; Doornik, Jurgen ; Koopman, S. J. M., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:8fe36759-6517-4c66-86fa-e8cb6bc2b624.

    Full description at Econpapers || Download paper

  34. Statistical algorithms for models in state space using SsfPack 2.2. (1998). Doornik, Jurgen ; Koopman, Siem Jan ; Shephard, Neil.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:1998-w06.

    Full description at Econpapers || Download paper

  35. Outlier robust cointegration analysis. (1997). Lucas, Andre ; Franses, Philip Hans.
    In: Serie Research Memoranda.
    RePEc:vua:wpaper:1997-45.

    Full description at Econpapers || Download paper

  36. Detecting shocks: Outliers and breaks in time series. (1997). Shephard, Neil ; Koopman, Siem Jan ; Atkinson, A. C..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:80:y:1997:i:2:p:387-422.

    Full description at Econpapers || Download paper

  37. A simple and fast method of regime shifts detection based on kernel density estimation.. (1993). Bianchi, Marco .
    In: Statistic und Oekonometrie.
    RePEc:wop:humbse:9316.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-20 18:01:57 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.