Results 31 to 40 of about 647,700 (302)
Journal of Economic Structures, 2019 In this article, we provide new, novel evidence for a more recent structural break (in 2010) indicating a greater moderation of output volatility compared to the well-known break during the mid-1980s. The period of analysis runs from 1962Q2 to 2018Q3. It
Hasan Engin Duran
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Inference for Structural Breaks in Spatial Models
Statistica Sinica, 2023 Summary: Testing for structural changes in spatial trends constitutes an important issue in many biomedical and geophysical applications. In this paper, a novel statistic based on a discrepancy measure over small blocks is proposed. This measure can be used not only to construct tests for structural breaks, but also to identify the change-boundaries of
Chan, Ngai Hang +2 more
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ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS [PDF]
Econometric Theory, 2002 This paper proposes robust M-estimators of dynamic linear models with a structural break of unknown location. Rates of convergence and limiting distributions for the estimated shift point and the estimated regression parameters are derived. The analysis is carried out in the framework of possibly dependent observations and also with trending ...
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Structural Breaks in the International Dynamics of Inflation [PDF]
Review of Economics and Statistics, 2013 This paper proposes an iterative procedure to discriminate between structural breaks in the coefficients and the disturbance covariance matrix of a system of equations, with recursive procedures then identifying individual coefficient shifts and separating volatility from correlation breaks.
Erdenebat Bataa +3 more
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Intertemporal current account sustainability in the presence of structural breaks [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2018 We examined the hypothesis of current account sustainability in Czech Republic, Hungary, Poland and Serbia. Our motivation for the research study has grown from the deficiency of similar kind of studies for these countries in the observed period. This
Miomir Jakšić +2 more
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Semi-Metric Portfolio Optimization: A New Algorithm Reducing Simultaneous Asset Shocks
Econometrics, 2023 This paper proposes a new method for financial portfolio optimization based on reducing simultaneous asset shocks across a collection of assets.
Nick James, Max Menzies, Jennifer Chan
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The contribution of structural break models to forecasting macroeconomic series [PDF]
, 2014 This paper compares the forecasting performance of different models which have been proposed for forecasting in the presence of structural breaks. These models differ in their treatment of the break process, the model which applies in each regime and the
Ang +18 more
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Tie-breaking semantics and structural totality
Proceedings of the eleventh ACM SIGACT-SIGMOD-SIGART symposium on Principles of database systems - PODS '92, 1992 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Christos H. Papadimitriou +1 more
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Estimation of heterogeneous panels with structural breaks [PDF]
Journal of Econometrics, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Baltagi, Badi Hani, Feng, Q., Kao, C.
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Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Neuromyelitis optica spectrum disorder (NMOSD) is a relapsing autoimmune disease of the central nervous system. High‐dose intravenous methylprednisolone (IVMP) is the standard first‐line therapy for acute attacks, although some patients remain refractory.
Wataru Horiguchi +5 more
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