A simple and fast method of regime shifts detection based on kernel density estimation
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Bibliographic InfoPaper provided by Humboldt Universitaet Berlin in its series Statistic und Oekonometrie with number 9316.
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- Balke, Nathan S, 1993. "Detecting Level Shifts in Time Series," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 11(1), pages 81-92, January.
- PARK, Byeong & TURLACH, Berwin, 1992. "Practical performance of several data driven bandwidth selectors," CORE Discussion Papers, UniversitÃ© catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1992005, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- repec:fth:louvco:9205 is not listed on IDEAS
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