Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit. [PDF]
In this paper we model the multicointegration relation, allowing for one structural break. Since multicointegration is a particular case of polynomial or I(2) cointegration, our proposal can also be applied in these cases. The paper proposes the use of a
Josep Lluís Carrion-i-Silvestre +1 more
core
A flexible approach to parametric inference in nonlinear time series models [PDF]
, 2005 Many structural break and regime-switching models have been used with macroeconomic and …nancial data. In this paper, we develop an extremely flexible parametric model which can accommodate virtually any of these speci…cations and does so in a simple way
Koop, G.M., Potter, S.
core
Complementarity of Long‐Reads and Optical Mapping in Parkinson's Disease for Structural Variants
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Long‐read sequencing and optical genome mapping technologies have the ability to detect large and complex structural variants. This has led to the discovery of novel pathogenic variants in neurodegenerative movement disorders. Thus, we aimed to systematically compare the SV detection capabilities of OGM and ONT in Parkinson's disease.
André Fienemann +17 more
wiley +1 more source
Joint Structural Break Detection and Parameter Estimation in High-Dimensional Non-Stationary VAR Models. [PDF]
J Am Stat Assoc, 2022 Safikhani A, Shojaie A.
europepmc +1 more source
Evaluating Monetary Policy When Nominal Interest Rates Are Almost Zero [PDF]
The non-negativity constraint on nominal interest rates may have been a major factor behind a putative structural break in the effectiveness of monetary policy. To check for the existence of such a break without making prior assumptions about timing, and
Ippei Fujiwara
core
A Systematic Comparison of Alpha‐Synuclein Seed Amplification Assays for Increasing Reproducibility
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Seed amplification assays (SAAs) enable ultrasensitive detection of misfolded α‐synuclein across biofluids and tissues. Yet, heterogeneity in protocols limits cross‐study comparability and clinical translation. Here, we review α‐synuclein SAA methods and their performance across various biological matrices.
Manuela Amaral‐do‐Nascimento +3 more
wiley +1 more source
Hitit Ekonomi ve Politika DergisiDoğrudan yabancı sermaye yatırımları, yabancı yatırımcıların ev sahibi ülkede şirket kurmaları veya mevcut şirketlere ortak olmaları şeklinde gerçekleşmektedir.
Cem Koçak, Taha Bahadır Saraç
doaj
Does Tourism Induce Sustainable Human Capital Development in BRICS Through the Channel of Capital Formation and Financial Development? Evidence From Augmented ARDL With Structural Break and Fourier-TY Causality. [PDF]
Front Psychol, 2022 Li J, Qamruzzaman M.
europepmc +1 more source
Inference regarding multiple structural changes in linear models estimated via two stage least squares [PDF]
In this paper, we extend Bai and Perron’s (1998, Econometrica, p.47-78) framework for multiple break testing to linear models estimated via Two Stage Least Squares (2SLS).
Boldea, Otilia +2 more
core +1 more source
Structural breaks in cointegration models
Applied Econometrics, 2021 This review discusses methods of testing for a cointegration in a time series in the presence of structural breaks. The review covers a large number of recently developed testing methods based on both one equation and multiple equation frameworks. In addition, various methods for estimating the dating of break dates and constructing of their confidence
openaire +1 more source