Results 261 to 270 of about 643,110 (307)
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Breaking the symmetry to structure light
Optics Letters, 2021We show that by breaking the symmetry of a beam subjected to tight focusing, namely by obscuring half of it or, equivalently, shifting the beam away from the lens axis, it is possible to obtain novel light properties in the focal spot which, to the best of our knowledge, have not been observed before.
Svetlana N. Khonina, Ilya Golub
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Testing for Structural Breaks [PDF]
, 1991 The purpose of this paper is to investigate the tests of Hansen (1991) to detect structural breaks in cointegrated relations using Monte Carlo methods. The evaluation takes place within the linear quadratic model. The evidence for a single regressor suggests that the test have proper size and that the power is good provided the cost of adjustment is ...
Gregory, Allan W. +3 more
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Structural Breaks in Financial Time Series
SSRN Electronic Journal, 2006This paper reviews the literature on structural breaks in financial time series. The second section discusses the implications of structural breaks in financial time series for statistical inference purposes. In the third section we discuss change-point tests in financial time series, including historical and sequential tests as well as single and ...
Elena Andreou, Eric Ghysels
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Structural Breaks in Emission Allowance Prices
SSRN Electronic Journal, 2017We study structural breaks in the European Union Trading System's emission allowance price process during Phase II and Phase III, covering the years 2008 to 2016. We find that there is a structural break between Phase II and Phase III. However, there are several regimes within each of these phases.
Peter Molnar, Sven Thies
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Optimal forecast under structural breaks
Journal of Applied Econometrics, 2022SummaryThis paper develops an optimal combined estimator to forecast out‐of‐sample under structural breaks. When it comes to forecasting, using only the postbreak observations after the most recent break point may not be optimal. In this paper, we propose a new estimation method that exploits the prebreak information.
Tae‐Hwy Lee +2 more
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Structural breaks in time series
Journal of Time Series Analysis, 2012This paper gives an account of some of the recent work on structural breaks in time series models. In particular, we show how procedures based on the popular cumulative sum, CUSUM, statistics can be modified to work also for data exhibiting serial dependence.
Aue, Alexander, Horváth, Lajos
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Inflation persistence and structural breaks
Journal of Economic Studies, 2016PurposeThe purpose of this paper is to report on a sequential three-stage analysis of inflation persistence using monthly data from 11 inflation targeting (IT) countries and, for comparison, the USA, a non-IT country with a history of credible monetary policy.Design/methodology/approachFirst, the authors estimate inflation persistence in a rolling ...
Giorgio Canarella, Stephen M. Miller
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Breaking Load on Jacket Structure
Volume 7: Ocean Engineering, 2016Jackets are structures used in the offshore industry as a bottom supported platform for oil and gas production. The jackets have to be built in order to withstand the harsh sea environment. Such designs demand in depth analysis to predict the loads acting on the structure and its response.
Sruthi Chandrasekar +1 more
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Journal of Sports Economics, 2015
To search for eras in a sports league, we utilize time-series tests with structural breaks in Major League Baseball performance. Using data from 1871-2010, the mean and standard deviation of four different performance measures are examined. Throughout, rather than assume that a break point is known a priori, we identify breaks endogenously from the ...
Peter A. Groothuis +2 more
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To search for eras in a sports league, we utilize time-series tests with structural breaks in Major League Baseball performance. Using data from 1871-2010, the mean and standard deviation of four different performance measures are examined. Throughout, rather than assume that a break point is known a priori, we identify breaks endogenously from the ...
Peter A. Groothuis +2 more
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Structural Breaks and Garch Modelling
1996This paper proposes a generalisation of the standard GARCH model which allows discrete switching to occur in a variety of ways. Given the recognition that some findings of autoregressive error processes may be due simply to structural breaks in the variance process (Diebold (1986)) this framework becomes a natural one for modelling this possibility. We
Stephen G. Hall, Martin Sola
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