Chromosome condensation in mitosis and meiosis of rye (Secale cereale L.) [PDF]
, 2004 Structural investigation and morphometry of meiotic chromosomes by scanning electron microscopy (in comparison to light microscopy) of all stages of condensation of meiosis I + II show remarkable differences during chromosome condensation in mitosis and ...
Herrmann, Reinhold G. +2 more
core +1 more source
Time Series Tests of Income Convergence with Two Structural Breaks: An Update and Extension [PDF]
This paper uses newly available long-span data on real per capita incomes from 1900-2001 to test for stochastic convergence in a diverse group of 29 countries.
Mark C. Strazicich, John W. Dawson
core
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? [PDF]
This paper examines the possibility of unit roots in the presence of endogenously determined multiple structural breaks in the total, female and male labour force participation rates (LFPR) for Australia, Canada and the USA.
Zeynel Abidin Ozdemir +2 more
core
The Impact of Short Breaks on Families with a Disabled Child: Report One of the Quantitative Phase [PDF]
, 2010 This document reports on a cross-sectional sample of families with a disabled child using short breaks in England; it describes the characteristics of children and families using short breaks, the nature and quantity of the short breaks they are using ...
Wells, Emma +6 more
core +1 more source
Detecting Multiple Breaks in Financial Market Volatility Dynamics [PDF]
The paper evaluates the performance of several recently proposed tests for structural breaks in conditional variance dynamics of asset returns. The tests apply to the class of ARCH and SV type processes as well as data-driven volatility estimators using ...
Elena Andreou, Eric Ghysels
core
Trend Breaks and Seasonality in the Yugoslav Black Market for Dollars, 1974-1987 [PDF]
We estimate a model of the black market premium for dollars in Yugoslavia from 1974-1987. Unlike previous applications of the model, our analysis addresses nonstationarity in the underlying data by allowing for trend breaks.
Steven Millsaps +2 more
core
Should we care for structural breaks when assessing fiscal sustainability? [PDF]
We apply recent panel cointegration methods to a structural equation between government expenditure and revenue. Allowing for multiple endogenous breaks and after computing appropriate bootstrap critical values, we conclude for fiscal sustainability in ...
António Afonso, Christophe Rault
core
Testing PPP for Central American real exchange rates. Evidence from new panel data stationary tests with structural breaks [PDF]
The new panel data stationary test with multiple structural breaks developed by Carrion-i-Silvestre, Del Barrio-Castro and Lopez-Bazo (2005) is used along with standard stationary tests to study the long-run PPP hypothesis in a set of six Central ...
Jean-François Hoarau
core
Are there Structural Breaks in Realized Volatility? [PDF]
Constructed from high-frequency data, realized volatility (RV) provides an efficient estimate of the unobserved volatility of financial markets. This paper uses a Bayesian approach to investigate the evidence for structural breaks in reduced form time ...
John M Maheu, Chun Liu
core
Breaks in the mean of inflation: how they happen and what to do with them [PDF]
In most OECD countries, we cannot reject up to three breaks in the mean of inflation: one break in the late 1960’s-early 1970’s, one in the early-mid 1980’s and another break in the early 1990’s. These breaks tend to be associated more often to breaks in
Corvoisier, Sandrine, Mojon, Benoît
core