Structural Break Estimation for Nonstationary Time Series Models
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of the American Statistical Association.
Volume (Year): 101 (2006)
Issue (Month): (March)
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- Kurozumi, Eiji & Tuvaandorj, Purevdorj, 2011.
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- Ana Badagian & Regina Kaiser & Daniel Pena, 2009. "Time series segmentation by Cusum, AutoSLEX and AutoPARM methods," Statistics and Econometrics Working Papers ws098025, Universidad Carlos III, Departamento de Estadística y Econometría.
- Brown, Graham K. & Langer, Arnim, 2011. "Riding the Ever-Rolling Stream: Time and the Ontology of Violent Conflict," World Development, Elsevier, vol. 39(2), pages 188-198, February.
- Siem Jan Koopman & Soon Yip Wong, 2006. "Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series," Tinbergen Institute Discussion Papers 06-105/4, Tinbergen Institute.
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