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Citations for "Testing for and Dating Common Breaks in Multivariate Time Series" by Bai, Jushan & Lumsdaine, Robin L & Stock, James H
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Cited by (explanations , 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.): Brian M. Doyle & Jon Faust, 2003.
"Breaks in the variability and co-movement of G-7 economic growth ,"
International Finance Discussion Papers
786, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Borghans, Lex & ter Weel, Bas & Weinberg, Bruce A., 2005.
"People People: Social Capital and the Labor-Market Outcomes of Underrepresented Groups ,"
IZA Discussion Papers
1494, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions:
Lex Borghans & Bas ter Weel & Bruce A. Weinberg, 2006.
"People People: Social Capital and the Labor-Market Outcomes of Underrepresented Groups ,"
NBER Working Papers
11985, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Borghans,Lex & Weel,Bas,ter & Weinberg,Bruce A., 2005.
"People People: Social Capital and the Labor-Market - Outcomes of Underrepresented Groups ,"
Research Memoranda
002, Maastricht : MERIT, Maastricht Economic Research Institute on Innovation and Technology.
[Downloadable!] Borghans,Lex & Weel,Bas,ter & Weinberg,Bruce, 2005.
"People People: Social Capital and the Labor-Market Outcomes of Underrepresented Groups ,"
Research Memoranda
002, Maastricht : ROA, Research Centre for Education and the Labour Market.
[Downloadable!] Cliff L. F. Attfield & Jonathan R. W. Temple, 2006.
"Balanced growth and the great ratios: new evidence for the US and UK ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
75, Economics, The Univeristy of Manchester.
[Downloadable!]
Tatsuma Wada & Pierre Perron, 2006.
"State Space Model with Mixtures of Normals: Specifications and Applications to International Data ,"
Boston University - Department of Economics - Working Papers Series
WP2006-029, Boston University - Department of Economics.
[Downloadable!]
Pedro L. Valls Pereira, 2004.
"How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations ,"
Finance Lab Working Papers
flwp_59, Finance Lab, Ibmec São Paulo.
[Downloadable!]
Other versions: James B. Bullard & Stefano Eusepi, 2004.
"Did the Great Inflation occur despite policymaker commitment to a Taylor rule? ,"
Working Papers
2003-013, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:
James Bullard & Stefano Eusepi, 2003.
"Did the Great Inflation Occur Despite Policymaker Commitment to a Taylor Rule? ,"
Computing in Economics and Finance 2003
129, Society for Computational Economics.
[Downloadable!] James Bullard & Stefano Eusepi, 2003.
"Did the Great Inflation occur despite policymaker commitment to a Taylor rule? ,"
Working Paper
2003-20, Federal Reserve Bank of Atlanta.
[Downloadable!] James Bullard & Stefano Eusepi, 2005.
"Did the Great Inflation Occur Despite Policymaker Commitment to a Taylor Rule? ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 324-359, April.
[Downloadable!] (restricted) Tatsuma Wada & Pierre Perron, 2005.
"An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data ,"
Boston University - Department of Economics - Working Papers Series
WP2005-44, Boston University - Department of Economics.
[Downloadable!]
Other versions: Karen Watkins & Dick van Dijk & Jaap Spronk, 2004.
"Macroeconomic Crisis and Individual Firm Performance: The Mexican Experience ,"
Tinbergen Institute Discussion Papers
04-057/2, Tinbergen Institute.
[Downloadable!]
Steven Cook, 2001.
"Asymmetric unit root tests in the presence of structural breaks under the null ,"
Economics Bulletin ,
Economics Bulletin, vol. 3, pages 1-10.
[Downloadable!]
Gianluca Cubadda, 2007.
"A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series ,"
CEIS Research Paper
102, Tor Vergata University, CEIS.
[Downloadable!]
Other versions: Mohitosh Kejriwal & Pierre Perron, 2006.
"Testing for Multiple Structural Changes in Cointegrated Regression Models ,"
Boston University - Department of Economics - Working Papers Series
WP2006-051, Boston University - Department of Economics.
[Downloadable!]
Other versions: Jamie Emerson & Chihwa Kao, 2000.
"Testing for Structural Change of a Time Trend Regression in Panel Data ,"
Center for Policy Research Working Papers
15, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
António Afonso & Peter Claeys, 2006.
"The dynamic behaviour of budget components and output – the cases of France, Germany, Portugal, and Spain ,"
Working Papers
2006/26, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
[Downloadable!]
Andreas Beyer & Alfred A. Haug & William G. Dewald, 2009.
"Structural Breaks, Cointegration and the Fisher Effect ,"
Working Paper Series
1013, European Central Bank.
[Downloadable!]
Peter Claeys, 2007.
"Estimating the effects of fiscal policy under the budget constraint ,"
IREA Working Papers
200715, University of Barcelona, Research Institute of Applied Economics, revised Jul 2007.
[Downloadable!]
Other versions: Yoichi Arai & Eiji Kurozumi, 2005.
"Testing for the Null Hypothesis of Cointegration with Structural Breaks ,"
CIRJE F-Series
CIRJE-F-319, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Chang-Jin Kim & Jeremy Piger, 2000.
"Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations ,"
Discussion Papers in Economics at the University of Washington
0021, Department of Economics at the University of Washington.
[Downloadable!]
Other versions:
Chang-Jin Kim & Jeremy M. Piger, 2001.
"Common stochastic trends, common cycles, and asymmetry in economic fluctuations ,"
Working Papers
2001-014, Federal Reserve Bank of St. Louis.
[Downloadable!] Chang-Jin Kim & Jeremy Piger, 2000.
"Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations ,"
Working Papers
0021, University of Washington, Department of Economics.
[Downloadable!] Chang-Jin Kim & Jeremy Piger, 2000.
"Common stochastic trends, common cycles, and asymmetry in economic fluctuations ,"
International Finance Discussion Papers
681, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Chang-Jin Kim & Jeremy Piger, 2000.
"Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations ,"
Econometric Society World Congress 2000 Contributed Papers
1465, Econometric Society.
[Downloadable!] Kim, Chang-Jin & Piger, Jeremy, 2002.
"Common stochastic trends, common cycles, and asymmetry in economic fluctuations ,"
Journal of Monetary Economics ,
Elsevier, vol. 49(6), pages 1189-1211, September.
[Downloadable!] (restricted) Kirdan Lees & Troy Matheson, 2005.
"Mind your Ps and Qs! Improving ARMA forecasts with RBC priors ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2005/02, Reserve Bank of New Zealand.
[Downloadable!]
Other versions: Bertrand Candelon & Gianluca Cubadda, 2006.
"Testing for Parameter Stability in Dynamic Models Across Frequencies ,"
CEIS Research Paper
82, Tor Vergata University, CEIS.
[Downloadable!]
Other versions:
Candelon,Bertrand & Cubadda,Gianluca, 2005.
"Testing for Parameter Stability in Dynamic Models across Frequencies ,"
Research Memoranda
022, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!] Bertrand Candelon & Gianluca Cubadda, 2006.
"Testing for Parameter Stability in Dynamic Models across Frequencies ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 68(s1), pages 741-760, December.
[Downloadable!] (restricted) Joseph P. Byrne & Jun Nagayasu, 2008.
"Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship ,"
Working Papers
2008_29, Department of Economics, University of Glasgow.
[Downloadable!]
Joseph P. Byrne & Roger Perman, 2006.
"Unit Roots and Structural Breaks: A Survey of the Literature ,"
Working Papers
2006_10, Department of Economics, University of Glasgow.
[Downloadable!]
Alfredo M. Pereira & Rui Manuel Marvão Pereira, 2009.
"Is Fuel-Switching a No-Regrets Environmental Policy? VAR Evidence on Carbon Dioxide Emissions, Energy Consumption and Economic Performance in Portugal ,"
Working Papers
87, Department of Economics, College of William and Mary.
[Downloadable!]
Other versions: Bruce E. Hansen, 2001.
"The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 15(4), pages 117-128, Fall.
[Downloadable!] (restricted)
D.J. van Dijk & D.R. Osborn & M. Sensier, 2002.
"Changes in variability of the business cycle in the G7 countries ,"
Econometric Institute Report
282, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions:
D van Dijk & D R Osborn & M Sensier, 2002.
"Changes in Variability of the Business Cycle in the G7 Countries ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
16, Economics, The Univeristy of Manchester.
[Downloadable!] D van Dijk & D R Osborn & M Sensier, 2002.
"Changes in variability of the business cycle in the G7 countries ,"
The School of Economics Discussion Paper Series
0204, Economics, The University of Manchester.
[Downloadable!] Dijk, D.J.C. van & Osborn, D.R. & Sensier, M., 2002.
"Changes in variability of the business cycle in the G7 countries ,"
Econometric Institute Report
EI 2002-28 Revision_Date:, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] Monika Blaszkiewicz-Schwartzman, 2007.
"Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence ,"
Money Macro and Finance (MMF) Research Group Conference 2006
144, Money Macro and Finance Research Group.
[Downloadable!]
Yasser Abdih & Evan Tanner, 2009.
"Frugality: Are We Fretting Too Much? Household Saving and Assets in the United States ,"
IMF Working Papers
09/197, International Monetary Fund.
[Downloadable!]
B. Siliverstovs & D.J. Van Dijk, 2003.
"Forecasting industrial production with linear, nonlinear and structural change models ,"
Econometric Institute Report
321, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions: James H. Stock & Mark W. Watson, 2002.
"Has the Business Cycle Changed and Why? ,"
NBER Working Papers
9127, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Cliff L.F. Attfield & Jonathan R.W. Temple, 2003.
"Measuring trend output: how useful are the Great Ratios? ,"
Bristol Economics Discussion Papers
03/555, Department of Economics, University of Bristol, UK.
[Downloadable!]
Other versions: Chang-Jin Kim & Charles Nelson & Jeremy Piger, 2001.
"The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations ,"
International Finance Discussion Papers
707, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:
Chang-Jin Kim & Charles Nelson & Jeremy M. Piger, 2003.
"The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations ,"
Working Papers
2001-016, Federal Reserve Bank of St. Louis.
[Downloadable!] Kim, Chang-Jin & Nelson, Charles R & Piger, Jeremy, 2004.
"The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 22(1), pages 80-93, January.
Roosen, Jutta & Hennessy, David A. & Hennessy, Thia C., 2004.
"Seasonality, Capital Inflexibility, and the Industrialization of Animal Production ,"
Staff General Research Papers
12222, Iowa State University, Department of Economics.
[Downloadable!]
Other versions: Laura Berger-Thomson & Luci Ellis, 2004.
"Housing Construction Cycles and Interest Rates ,"
RBA Research Discussion Papers
rdp2004-08, Reserve Bank of Australia.
[Downloadable!]
Martin B. Schmidt, 2006.
"Institutional Change and Factor Movement: A Test of the Coase Theorem's Invariance Principle ,"
Working Papers
47, Department of Economics, College of William and Mary.
[Downloadable!]
Alfredo M. Pereira & Martin B. Schmidt, 2007.
"Structural Breaks in Public Infrastructure Investment in the U.S ,"
Working Papers
55, Department of Economics, College of William and Mary.
[Downloadable!]
Martin Schmidt, 2009.
"The nonlinear behavior of competition: the impact of talent compression on competition ,"
Journal of Population Economics ,
Springer, vol. 22(1), pages 57-74, January.
[Downloadable!] (restricted)
Gael M. Martin, 2000.
"US deficit sustainability: a new approach based on multiple endogenous breaks ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 15(1), pages 83-105.
[Downloadable!]
Other versions: Bec, Frédérique & Gollier, Christian, 2006.
"Assets Returns Volatility and Investment Horizon: The French Case ,"
IDEI Working Papers
467, Institut d'Économie Industrielle (IDEI), Toulouse, revised 30 Nov 2008.
[Downloadable!]
Other versions: James A. Kahn & Robert W. Rich, 2003.
"Tracking the new economy: using growth theory to detect changes in trend productivity ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Nov.
[Downloadable!]
Other versions:
James A. Kahn & Robert Rich, 2003.
"Tracking the new economy: using growth theory to detect changes in trend productivity ,"
Staff Reports
159, Federal Reserve Bank of New York.
[Downloadable!] Kahn, James A. & Rich, Robert W., 2007.
"Tracking the new economy: Using growth theory to detect changes in trend productivity ,"
Journal of Monetary Economics ,
Elsevier, vol. 54(6), pages 1670-1701, September.
[Downloadable!] (restricted) Jamie Emerson & Chihwa Kao, 2006.
"Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(14), pages 1-12.
[Downloadable!]
Todd E. Clark, 2003.
"Disaggregate evidence on the persistence of consumer price inflation ,"
Research Working Paper
RWP 03-11, Federal Reserve Bank of Kansas City.
[Downloadable!]
Other versions: Eo, Yunjong & Morley, James C., 2008.
"Likelihood-Based Confidence Sets for the Timing of Structural Breaks ,"
MPRA Paper
10372, University Library of Munich, Germany.
[Downloadable!]
J Huston McCulloch, 2000.
"State-Space Times Series Modeling of Structural Breaks ,"
Working Papers
00-11, Ohio State University, Department of Economics.
[Downloadable!]
H. Lütkepohl & P. Saikkonen & C. Trenkler, .
"Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time ,"
Sonderforschungsbereich 373
2001-63, Humboldt Universitaet Berlin.
Other versions: Chang-Jin Kim & Jeremy Piger & Richard Startz, 2001.
"Permanent and transitory components of business cycles: their relative importance and dynamic relationship ,"
International Finance Discussion Papers
703, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Frédérique Bec & Alexia Bastien, 2007.
"The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change? ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 11(4).
[Downloadable!]
Other versions: Dan Ben-David & David H. Papell, 1997.
"Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries ,"
NBER Working Papers
6266, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Ben-David, D. & Papell, D.H., 1996.
"Slowdowns and Meltdowns: Post-War Growth Evidence from 74 Countries ,"
Papers
9-96, Tel Aviv.
Ben-David, Dan & Papell, David, 1995.
"Slowdowns and Meltdowns: Post-war Growth Evidence from 74 Countries ,"
CEPR Discussion Papers
1111, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Dan Ben-David & David H. Papell, 1998.
"Slowdowns And Meltdowns: Postwar Growth Evidence From 74 Countries ,"
The Review of Economics and Statistics ,
MIT Press, vol. 80(4), pages 561-571, November.
[Downloadable!] (restricted) Hultblad, Brigitta & Karlsson, Sune, 2006.
"Bayesian simultaneous determination of structural breaks and lag lengths ,"
Working Paper Series in Economics and Finance
630, Stockholm School of Economics.
[Downloadable!]
Other versions: G. Andrew Karolyi & Rene M. Stulz, 2002.
"Are Financial Assets Priced Locally or Globally? ,"
NBER Working Papers
8994, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Karolyi, G. Andrew & Stulz, Rene M., 2003.
"Are financial assets priced locally or globally? ,"
Handbook of the Economics of Finance ,
in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 16, pages 975-1020
Elsevier.
[Downloadable!] (restricted) Pentti SAIKKONEN & Helmut LUETKEPOHL & Carsten TRENKLER, 2004.
"Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift ,"
Economics Working Papers
ECO2004/21, European University Institute.
[Downloadable!]
Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis, 2001.
"A simple method for testing cointegration subject to regime changes ,"
NIPE Working Papers
15/2001, NIPE - Universidade do Minho.
[Downloadable!]
Ana Maria Herrero & Elena Pesavento, 2003.
"The Decline In US Output Volatility: Structural Changes in Inventories or Sales? ,"
Emory Economics
0301, Department of Economics, Emory University (Atlanta).
[Downloadable!]
Chang-Jin Kim & Jeremy Piger & Richard Startz, 2005.
"The dynamic relationship between permanent and transitory components of U.S. business cycles ,"
Working Papers
2001-017, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:
Chang-Jin Kim & Jeremy Piger & Richard Startz, 2003.
"The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle ,"
Working Papers
UWEC-2003-36, University of Washington, Department of Economics.
[Downloadable!] Chang-Jin Kim & Jeremy M. Piger & Richard Startz, 2007.
"The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 39(1), pages 187-204, 02.
[Downloadable!] (restricted) Rafael Di Tella & Ernesto Schargrodsky, 2004.
"Do Police Reduce Crime? Estimates Using the Allocation of Police Forces After a Terrorist Attack ,"
American Economic Review ,
American Economic Association, vol. 94(1), pages 115-133, March.
[Downloadable!]
Mohitosh Kejriwal & Pierre Perron, 2006.
"The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes ,"
Boston University - Department of Economics - Working Papers Series
WP2006-064, Boston University - Department of Economics.
[Downloadable!]
Other versions: Antonio Afonso & Peter Claeys, 2007.
"The dynamic behaviour of budget components and output ,"
Working Paper Series
775, European Central Bank.
[Downloadable!]
Other versions: Charles I. Jones, 2003.
"Growth, capital shares, and a new perspective on production functions ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Nov.
[Downloadable!]
Jean Boivin & Marc P. Giannoni, 2003.
"Has Monetary Policy Become More Effective? ,"
NBER Working Papers
9459, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Boivin, Jean & Giannoni, Marc, 2006.
"Has Monetary Policy Become More Effective? ,"
CEPR Discussion Papers
5463, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Jean Boivin & Marc P Giannoni, 2006.
"Has Monetary Policy Become More Effective? ,"
The Review of Economics and Statistics ,
MIT Press, vol. 88(3), pages 445-462, October.
[Downloadable!] (restricted) Strikholm, Birgit, 2006.
"Determining the number of breaks in a piecewise linear regression model ,"
Working Paper Series in Economics and Finance
648, Stockholm School of Economics.
[Downloadable!]
Josep Lluis Carrion Silvestre & Tomas del Barrio Castro & Enrique Lopez Bazo, 2002.
"Level shifts in a panel data based unit root test. An application to the rate of unemployment ,"
Working Papers in Economics
79, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Other versions: Jonathan Treussard, 2005.
"On the Validity of Risk Measures over Time: Value-at-Risk, Conditional Tail Expectations and the Bodie-Merton-Perold Put ,"
Boston University - Department of Economics - Working Papers Series
WP2005-029, Boston University - Department of Economics.
[Downloadable!]
Clifford L.F. Attfield, 2003.
"Structural Breaks and Permanent Trends ,"
Bristol Economics Discussion Papers
03/545, Department of Economics, University of Bristol, UK.
[Downloadable!]
Jonathan Temple & Cliff Attfield, 2004.
"Measuring trend growth: how useful are the great ratios? ,"
Money Macro and Finance (MMF) Research Group Conference 2003
101, Money Macro and Finance Research Group.
[Downloadable!]
Bunzel, Helle & Iglesias, Emma M., 2006.
"Testing for Breaks Using Alternating Observations ,"
Staff General Research Papers
12694, Iowa State University, Department of Economics.
[Downloadable!]
Mynbaev, Kairat, 2001.
"The strengths and weaknesses of L2 approximable regressors ,"
MPRA Paper
9056, University Library of Munich, Germany.
[Downloadable!]
James B. Bullard & John Duffy, 2004.
"Learning and structural change in macroeconomic data ,"
Working Papers
2004-016, Federal Reserve Bank of St. Louis.
[Downloadable!]
Lubos Pastor & Robert F. Stambaugh, 2000.
"The Equity Premium and Structural Breaks ,"
NBER Working Papers
7778, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Luboš Pástor & Robert F. Stambaugh, 2000.
"The Equity Premium and Structural Breaks ,"
CRSP working papers
519, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
[Downloadable!] Lubos Pástor & Robert F. Stambaugh, .
"The Equity Premium and Structural Breaks ,"
Rodney L. White Center for Financial Research Working Papers
21-98, Wharton School Rodney L. White Center for Financial Research.
[Downloadable!] Lubos Pastor & Robert F. Stambaugh, .
"The Equity Premium and Structural Breaks ,"
Rodney L. White Center for Financial Research Working Papers
11-00, Wharton School Rodney L. White Center for Financial Research.
[Downloadable!] Llubos Pástor, 2001.
"The Equity Premium and Structural Breaks ,"
Journal of Finance ,
American Finance Association, vol. 56(4), pages 1207-1239, 08.
[Downloadable!] (restricted) Pierre Perron & Jing Zhou, 2008.
"Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model ,"
Boston University - Department of Economics - Working Papers Series
wp2008-011, Boston University - Department of Economics.
[Downloadable!]
Eo, Yunjong & Morley, James C., 2008.
"Likelihood-Based Confidence Sets for the Timing of Structural Breaks ,"
MPRA Paper
13913, University Library of Munich, Germany.
[Downloadable!]
Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad, 2003.
"Equity market liberalization in emerging markets ,"
Review ,
Federal Reserve Bank of St. Louis, issue Jul, pages 53-74.
[Downloadable!]
Other versions:
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