Implementing the fluctuation and moving-estimates tests in dynamic econometric models
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- Kurt Hornik & Friedrich Leisch & Christian Kleiber & Achim Zeileis, 2005.
"Monitoring structural change in dynamic econometric models,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 20(1), pages 99-121.
- Zeileis, Achim & Leisch, Friedrich & Kleiber, Christian & Hornik, Kurt, 2002. "Monitoring structural change in dynamic econometric models," Technical Reports 2002,07, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Anatolyev, Stanislav, 2009.
"Nonparametric Retrospection and Monitoring of Predictability of Financial Returns,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 27(2), pages 149-160.
- Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, Center for Economic and Financial Research (CEFIR).
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014.
"Housing and the Great Depression,"
Taylor & Francis Journals, vol. 46(24), pages 2966-2981, August.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "Housing and the Great Depression," Working papers 2012-47, University of Connecticut, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013. "Housing and the Great Depression," Working Papers 1301, University of Nevada, Las Vegas , Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013. "Housing and the Great Depression," Working Papers 201308, University of Pretoria, Department of Economics.
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