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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- 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.
- Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Universite de Montreal, Departement de sciences economiques.
- repec:fth:louvco:9205 is not listed on IDEAS
- 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.
- 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).
- 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.
- Frederic S. Mishkin, 1981.
"The Real Interest Rate: An Empirical Investigation,"
NBER Working Papers
0622, National Bureau of Economic Research, Inc.
- 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.
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