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https://ideas.repec.org/p/una/unccee/wp1606.html Fractional integration and structural breaks at unknown periods of time Downloadable! This paper deals with the analysis of structural breaks in the context of fractionally integrated models. We assume that the break dates are... fractional integration structural breaks unknown periods time https://www.eur.nl/en/ese/events/disentangling-structural-breaks-factor-models-macroeconomic-data-2025-05-01 Disentangling Structural Breaks in Factor Models for Macroeconomic Data | Erasmus School of... Bonsoo Koo (Monash University) structural breaks factor models https://www.econstor.eu/handle/10419/238924 EconStor: Forecast combinations for structural breaks in volatility: Evidence from BRICS countries EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. structural breaks https://ideas.repec.org/a/wly/jintdv/v9y1997i3p347-366.html Structural Breaks And Long-Run Trends In Commodity Prices The purpose of this paper is twofold: first, it tests the Prebisch-Singer hypothesis of a secular deteriorating trend, and, second, presents a time-series... structural breaks long run trends commodity prices https://www.frontiersin.org/journals/environmental-science/articles/10.3389/fenvs.2022.973855/full Frontiers | Carbon market volatility analysis based on structural breaks: Evidence from EU-ETS and... In recent years, carbon market transactions have become more active. The number of countries participating in carbon market regulation is increasing, and the... https://ideas.repec.org/p/ssa/lemwps/2019-29.html Characterizing growth instability: new evidence on unit roots and structural breaks in long run... Downloadable! In this paper we investigate whether long run time series of income per capita are better described by a trend-stationary model with few... https://ideas.repec.org/p/ces/ceswps/_990.html Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks Downloadable! Autoregressive models are used routinely in forecasting and often lead to better performance than more complicated models. However, empirical... autoregressive models small sample properties forecasts https://ideas.repec.org/a/bla/obuest/v68y2006i1p101-132.html Testing for Panel Cointegration with Multiple Structural Breaks Downloadable! This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that allows for the possibility of multiple... testing panel cointegration multiple structural https://ideas.repec.org/a/ris/apltrx/0352.html The refinement procedure of ICSS algorithm for structural breaks detection in GARCH-models Downloadable! We suggest a hybrid algorithm for structural breaks detection when using a class of piecewise-specified GARCH(1,1) models. The algorithm... https://ideas.repec.org/p/eea/boewps/wp2015-4.html Uncovered interest parity in Central and Eastern Europe : expectations and structural breaks Downloadable! This paper examines the empirical validity of the hypothesis of uncovered interest parity (UIP) using data from five Central and Eastern European... central and eastern europe uncovered interest parity https://ideas.repec.org/p/hhs/lunewp/2005_012.html Testing for Panel Cointegration with Multiple Structural Breaks This paper proposes an LM test for the null hypothesis of cointegration that allows for the possibility of multiple structural breaks in both the level and... testing panel cointegration multiple structural https://ideas.repec.org/a/taf/japsta/v37y2010i9p1425-1438.html A new unit root test with two structural breaks in level and slope at unknown time Downloadable (with restrictions)! In this paper, we propose a new augmented Dickey-Fuller-type test for unit roots which accounts for two structural breaks. We...