Advanced Search
MyIDEAS: Login to save this paper or follow this series

A simple and fast method of regime shifts detection based on kernel density estimation

Contents:

Author Info

  • Marco BIANCHI
Registered author(s):

    Abstract

    No abstract is available for this item.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: ftp://amadeus.wiwi.hu-berlin.de/pub/papers/ise/dp9316.ps.Z
    Our checks indicate that this address may not be valid because: 500 Failed to connect to FTP server amadeus.wiwi.hu-berlin.de: Net::FTP: Bad hostname 'amadeus.wiwi.hu-berlin.de'. If this is indeed the case, please notify (Thomas Krichel)
    Download Restriction: no

    Bibliographic Info

    Paper provided by Humboldt Universitaet Berlin in its series Statistic und Oekonometrie with number 9316.

    as in new window
    Length:
    Date of creation:
    Date of revision:
    Handle: RePEc:wop:humbse:9316

    Contact details of provider:
    Postal: Spandauer Str. 1, 10178 Berlin
    Phone: +49-30-2093 5713
    Fax: +49-30-2093 5712
    Email:
    Web page: http://sfb.wiwi.hu-berlin.de/
    More information through EDIRC

    Related research

    Keywords:

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. Balke, Nathan S, 1993. "Detecting Level Shifts in Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 81-92, January.
    2. repec:fth:louvco:9205 is not listed on IDEAS
    3. Mishkin, Frederic S., 1981. "The real interest rate: An empirical investigation," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 15(1), pages 151-200, January.
    4. Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    5. PARK, Byeong & TURLACH, Berwin, 1992. "Practical performance of several data driven bandwidth selectors," CORE Discussion Papers 1992005, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    6. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-84, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:wop:humbse:9316. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.