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Strucchange: An R package for testing for structural change in linear regression models

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Cited by:

  1. Chakraborty, Chiranjit & Joseph, Andreas, 2017. "Machine learning at central banks," Bank of England working papers 674, Bank of England.
  2. G. H. Niedrist & R. Psenner & R. Sommaruga, 2018. "Climate warming increases vertical and seasonal water temperature differences and inter-annual variability in a mountain lake," Climatic Change, Springer, vol. 151(3), pages 473-490, December.
  3. Cremaschini, Alessandro & Maruotti, Antonello, 2023. "A finite mixture analysis of structural breaks in the G-7 gross domestic product series," Research in Economics, Elsevier, vol. 77(1), pages 76-90.
  4. Jiang, Like & Hagen-Zanker, Alex & Kumar, Prashant & Pritchard, John, 2021. "Equity in job accessibility and environmental quality in a segmented housing market: The case of Greater London," Journal of Transport Geography, Elsevier, vol. 90(C).
  5. Maria Lourdes Ordoñez Olivo & Zoltán Lakner, 2023. "Shaping the Knowledge Base of Bioeconomy Sectors Development in Latin American and Caribbean Countries: A Bibliometric Analysis," Sustainability, MDPI, vol. 15(6), pages 1-18, March.
  6. Bennett Kleinberg & Isabelle Vegt & Paul Gill, 2021. "The temporal evolution of a far-right forum," Journal of Computational Social Science, Springer, vol. 4(1), pages 1-23, May.
  7. Cheng Few Lee & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2020. "Optimal Payout Ratio Under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 96, pages 3367-3412, World Scientific Publishing Co. Pte. Ltd..
  8. Fantazzini, Dean & Shangina, Tamara, 2019. "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 55, pages 5-31.
  9. Camilo Alberto Cárdenas-Hurtado & María Alejandra Hernández-Montes, 2019. "Understanding the Consumer Confidence Index in Colombia: A structural FAVAR analysis," Borradores de Economia 1063, Banco de la Republica de Colombia.
  10. Eric Ruggieri, 2018. "A pruned recursive solution to the multiple change point problem," Computational Statistics, Springer, vol. 33(2), pages 1017-1045, June.
  11. Liu, Guan-Chun & Lee, Chien-Chiang & Lee, Chi-Chuan, 2016. "The nexus between insurance activity and economic growth: A bootstrap rolling window approach," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 299-319.
  12. Killick, Rebecca & Eckley, Idris A., 2014. "changepoint: An R Package for Changepoint Analysis," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 58(i03).
  13. Alessia Naccarato & Andrea Pierini & Stefano Falorsi, 2015. "Using Google Trend Data To Predict The Italian Unemployment Rate," Departmental Working Papers of Economics - University 'Roma Tre' 0203, Department of Economics - University Roma Tre.
  14. Kholodilin Konstantin Arkadievich & Siliverstovs Boriss, 2006. "On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 226(3), pages 234-259, June.
  15. Kleiber, Christian, 2016. "Structural Change in (Economic) Time Series," Working papers 2016/06, Faculty of Business and Economics - University of Basel.
  16. Avouyi-Dovi, S. & Horny, G. & Sevestre, P., 2017. "The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises," Journal of Banking & Finance, Elsevier, vol. 79(C), pages 74-94.
  17. Mkwara, Bentry, 2010. "The Impact Of Tobacco Marketing And Pricing Policy Reforms On Income Inequality Amongst Growers In Malawi: What Lessons Can Be Learnt From The Australian Experiences?," 2010 Conference (54th), February 10-12, 2010, Adelaide, Australia 59103, Australian Agricultural and Resource Economics Society.
  18. Valerio Filoso, Valerio & Panico, Carlo & Papagni, Erasmo & Francesco, Purificato & Vázquez Suarez, Marta, 2016. "Causes and timing of the European debt crisis: An econometric evaluation," MPRA Paper 75847, University Library of Munich, Germany.
  19. Marques, André M. & Lima, Gilberto Tadeu, 2022. "Testing for Granger causality in quantiles between the wage share in income and productive capacity utilization," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 290-312.
  20. Kleiber Christian & Zeileis Achim, 2013. "Reproducible Econometric Simulations," Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 89-99, July.
  21. Ole Boysen & Kirsten Boysen-Urban & Alan Matthews, 2021. "Alternative EU CAP Tools for Stabilising Farm Incomes in the Era of Climate Change," Working Papers 202103, Geary Institute, University College Dublin.
  22. Ting Wang & Edgar C. Merkle & Achim Zeileis, 2013. "Score-Based Tests of Measurement Invariance: Use in Practice," Working Papers 2013-33, Faculty of Economics and Statistics, Universität Innsbruck.
  23. Thomas Windberger & Achim Zeileis, 2011. "Structural Breaks in Inflation Dynamics within the European Monetary Union," Working Papers 2011-12, Faculty of Economics and Statistics, Universität Innsbruck.
  24. Magdalena Mikolajek-Gocejna, 2021. "Estimation, Instability, and Non-Stationarity of Beta Coefficients for Twenty-four Emerging Markets in 2005-2021," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 370-395.
  25. Gianpaolo Zammarchi & Francesco Mola & Claudio Conversano, 2023. "Using sentiment analysis to evaluate the impact of the COVID-19 outbreak on Italy’s country reputation and stock market performance," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(3), pages 1001-1022, September.
  26. Lance J. Bachmeier & Inkyung Cha, 2011. "Why Don’t Oil Shocks Cause Inflation? Evidence from Disaggregate Inflation Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(6), pages 1165-1183, September.
  27. Schier, Franziska & Morland, Christian & Dieter, Matthias & Weimar, Holger, 2021. "Estimating supply and demand elasticities of dissolving pulp, lignocellulose-based chemical derivatives and textile fibres in an emerging forest-based bioeconomy," Forest Policy and Economics, Elsevier, vol. 126(C).
  28. Achim Zeileis & Friedrich Leisch & Christian Kleiber & Kurt Hornik, 2005. "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 99-121, January.
  29. Du, Xiaodong & Yu, Cindy L. & Hayes, Dermot J., 2011. "Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis," Energy Economics, Elsevier, vol. 33(3), pages 497-503, May.
  30. Tenkorang, Frank & Dority, Bree L. & Bridges, Deborah & Lam, Eddery, 2015. "Relationship between ethanol and gasoline: AIDS approach," Energy Economics, Elsevier, vol. 50(C), pages 63-69.
  31. Christian Kleiber & Achim Zeileis, 2005. "Validating multiple structural change models-a case study," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 685-690.
  32. Zeileis, Achim, 2006. "Implementing a class of structural change tests: An econometric computing approach," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 2987-3008, July.
  33. Matsypura, Dmytro & Pauwels, Laurent L., 2016. "Does portfolio margining make borrowing more attractive?," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 128-134.
  34. Sinclair Davidson & Ashton de Silva, 2018. "Did Recent Tobacco Reforms Change the Cigarette Market?," Economic Papers, The Economic Society of Australia, vol. 37(1), pages 55-74, March.
  35. James Nolan & Zoe Laulederkind, 2022. "Plane to See? Empirical Analysis of the 1999–2006 Air Cargo Cartel," Advances in Airline Economics, in: The International Air Cargo Industry, volume 9, pages 241-262, Emerald Group Publishing Limited.
  36. Piotr Kotlarz & Michael Hanke & Sebastian Stöckl, 2023. "Regime-dependent drivers of the EUR/CHF exchange rate," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-18, December.
  37. Akaev, Askar & Devezas, Tessaleno & Ichkitidze, Yuri & Sarygulov, Askar, 2021. "Forecasting the labor intensity and labor income share for G7 countries in the digital age," Technological Forecasting and Social Change, Elsevier, vol. 167(C).
  38. Agiwal Varun & Kumar Jitendra & Shangodoyin Dahud Kehinde, 2018. "A Bayesian Inference Of Multiple Structural Breaks In Mean And Error Variance In Panelar (1) Model," Statistics in Transition New Series, Polish Statistical Association, vol. 19(1), pages 7-23, March.
  39. Zeileis, Achim, 2004. "Econometric Computing with HC and HAC Covariance Matrix Estimators," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 11(i10).
  40. Ting Wang & Carolin Strobl & Achim Zeileis & Edgar C. Merkle, 2016. "Score-Based Tests of Differential Item Functioning in the Two-Parameter Model," Working Papers 2016-05, Faculty of Economics and Statistics, Universität Innsbruck.
  41. Gary W. Brester & Kole Swanser & Brett Crosby, 2021. "Adding Weight to a Thinning Live Cattle Market," MSU Staff Papers 310364, Montana State University > Department of Agricultural Economics and Economics.
  42. Montcho, Marthe & Padonou, Elie A. & Montcho, Marlise & Mutua, Meshack N. & Bayen, Phillip, 2023. "Impact of land tenure on livelihoods of women livestock-keepers in Burkina Faso," Land Use Policy, Elsevier, vol. 133(C).
  43. Edgar Merkle & Achim Zeileis, 2013. "Tests of Measurement Invariance Without Subgroups: A Generalization of Classical Methods," Psychometrika, Springer;The Psychometric Society, vol. 78(1), pages 59-82, January.
  44. Amey Sapre, 2014. "Madhya Pradesh: Does Agriculture Determine the State’s Growth Trajectory?," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 8(1), pages 39-57, February.
  45. de Silva, Ashton J & Boymal, Jonathan & Potts, Jason & Thomas, Stuart, 2015. "Does innovation in residential mortgage products explain rising house prices? No," MPRA Paper 62548, University Library of Munich, Germany.
  46. Dean Fantazzini, 2014. "Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data," PLOS ONE, Public Library of Science, vol. 9(11), pages 1-27, November.
  47. Tatsuru Kikuchi & Toranosuke Onishi & Kenichi Ueda, 2021. "Price Stability of Cryptocurrencies as a Medium of Exchange," CARF F-Series CARF-F-526, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  48. Maderitsch, R., 2015. "Information transmission between stock markets in Hong Kong, Europe and the US: New evidence on time- and state-dependence," Pacific-Basin Finance Journal, Elsevier, vol. 35(PA), pages 13-36.
  49. Haydar Demirhan, 2020. "dLagM: An R package for distributed lag models and ARDL bounds testing," PLOS ONE, Public Library of Science, vol. 15(2), pages 1-23, February.
  50. Ting Wang & Benjamin Graves & Yves Rosseel & Edgar C. Merkle, 2022. "Computation and application of generalized linear mixed model derivatives using lme4," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 1173-1193, September.
  51. Juli Pausas & Santiago Fernández-Muñoz, 2012. "Fire regime changes in the Western Mediterranean Basin: from fuel-limited to drought-driven fire regime," Climatic Change, Springer, vol. 110(1), pages 215-226, January.
  52. Edoardo Rainone, 2021. "Identifying deposits' outflows in real-time," Temi di discussione (Economic working papers) 1319, Bank of Italy, Economic Research and International Relations Area.
  53. Gianna Figà-Talamanca & Marco Patacca, 2020. "Disentangling the relationship between Bitcoin and market attention measures," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(1), pages 71-91, March.
  54. Cribari-Neto, Francisco & Zeileis, Achim, 2010. "Beta Regression in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 34(i02).
  55. Zeileis, Achim & Shah, Ajay & Patnaik, Ila, 2010. "Testing, monitoring, and dating structural changes in exchange rate regimes," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1696-1706, June.
  56. Grün, Bettina & Kosmidis, Ioannis & Zeileis, Achim, 2012. "Extended Beta Regression in R: Shaken, Stirred, Mixed, and Partitioned," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 48(i11).
  57. Achim Zeileis, 2004. "Alternative boundaries for CUSUM tests," Statistical Papers, Springer, vol. 45(1), pages 123-131, January.
  58. Edgar C. Merkle & Achim Zeileis, 2011. "Generalized Measurement Invariance Tests with Application to Factor Analysis," Working Papers 2011-09, Faculty of Economics and Statistics, Universität Innsbruck.
  59. Nitu Sharma & S. Dharmaraja & Viswanathan Arunachalam, 2021. "A Time Series Framework for Pricing Guaranteed Lifelong Withdrawal Benefit," Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 1225-1261, December.
  60. Mariateresa Ciommi & Andrea Gentili & Barbara Ermini & Chiara Gigliarano & Francesco M. Chelli & Mauro Gallegati, 2017. "Have Your Cake and Eat it Too: The Well-Being of the Italians (1861–2011)," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 134(2), pages 473-509, November.
  61. Yazgan, M. Ege & Özkan, Harun, 2015. "Detecting structural changes using wavelets," Finance Research Letters, Elsevier, vol. 12(C), pages 23-37.
  62. Francis Declerck & Jean-Pierre Indjehagopian & Flavien Bellocq, 2015. "Relationship Between Oil Prices and Stock Prices of Major Oil Companies [Relation entre le prix du pétrole et les cours boursiers des grandes compagnies pétrolières mondiales]," Working Papers hal-01119857, HAL.
  63. Kufenko, Vadim & Prettner, Klaus & Geloso, Vincent, 2020. "Divergence, convergence, and the history-augmented Solow model," Structural Change and Economic Dynamics, Elsevier, vol. 53(C), pages 62-76.
  64. Lindeløv, Jonas Kristoffer, 2020. "mcp: An R Package for Regression With Multiple Change Points," OSF Preprints fzqxv, Center for Open Science.
  65. Pagliari, Paulo H. & Ranaivoson, Andry Z. & Strock, Jeffrey S., 2021. "Options for statistical analysis of unreplicated paired design drainage experiments," Agricultural Water Management, Elsevier, vol. 244(C).
  66. DIMA, Bogdan & DIMA, Ştefana Maria & IOAN, Roxana, 2021. "Remarks on the behaviour of financial market efficiency during the COVID-19 pandemic. The case of VIX," Finance Research Letters, Elsevier, vol. 43(C).
  67. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.
  68. repec:jss:jstsof:23:i03 is not listed on IDEAS
  69. Rui Qiang & Eric Ruggieri, 2023. "Autocorrelation and Parameter Estimation in a Bayesian Change Point Model," Mathematics, MDPI, vol. 11(5), pages 1-22, February.
  70. Edgar Merkle & Jinyan Fan & Achim Zeileis, 2014. "Testing for Measurement Invariance with Respect to an Ordinal Variable," Psychometrika, Springer;The Psychometric Society, vol. 79(4), pages 569-584, October.
  71. Lorenzo Escot & Julio E. Sandubete & Łukasz Pietrych, 2023. "Detecting Structural Changes in Time Series by Using the BDS Test Recursively: An Application to COVID-19 Effects on International Stock Markets," Mathematics, MDPI, vol. 11(23), pages 1-18, December.
  72. repec:zbw:bofrdp:2018_012 is not listed on IDEAS
  73. William Rea & Marco Reale & Jennifer Brown, 2011. "Long memory in temperature reconstructions," Climatic Change, Springer, vol. 107(3), pages 247-265, August.
  74. Salmon, Maëlle & Schumacher, Dirk & Höhle, Michael, 2016. "Monitoring Count Time Series in R: Aberration Detection in Public Health Surveillance," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 70(i10).
  75. repec:jss:jstsof:11:i10 is not listed on IDEAS
  76. Ting Wang & Carolin Strobl & Achim Zeileis & Edgar C. Merkle, 2018. "Score-Based Tests of Differential Item Functioning via Pairwise Maximum Likelihood Estimation," Psychometrika, Springer;The Psychometric Society, vol. 83(1), pages 132-155, March.
  77. Emily Zimmerman & Thomas Carpenito & Alaina Martens, 2020. "Changes in infant non-nutritive sucking throughout a suck sample at 3-months of age," PLOS ONE, Public Library of Science, vol. 15(7), pages 1-14, July.
  78. Greyling, Jan & Pardey, Philip G. & Senay, Senait, 2023. "Distortionary Agricultural Policies: Their Productivity, Location and Climate Variability Implications for South Africa During the 20th Century," Staff Papers 330158, University of Minnesota, Department of Applied Economics.
  79. Yang, Yang & Liu, Qing & Chang, Chia-Hsun, 2023. "China-Europe freight transportation under the first wave of COVID-19 pandemic and government restriction measures," Research in Transportation Economics, Elsevier, vol. 97(C).
  80. Brester, Gary W. & Swanser, Kole & Crosby, Brett, 2020. "Adding Weight to a Thinning Live Cattle Market," MSU Staff Papers 305569, Montana State University > Department of Agricultural Economics and Economics.
  81. Luca Frigau & Maurizio Romano & Marco Ortu & Giulia Contu, 2023. "Semi-supervised sentiment clustering on natural language texts," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(4), pages 1239-1257, October.
  82. Isabelle Vegt & Maximilian Mozes & Paul Gill & Bennett Kleinberg, 2021. "Online influence, offline violence: language use on YouTube surrounding the ‘Unite the Right’ rally," Journal of Computational Social Science, Springer, vol. 4(1), pages 333-354, May.
  83. Pfaff, Bernhard, 2008. "VAR, SVAR and SVEC Models: Implementation Within R Package vars," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i04).
  84. Carsten J. Crede, 2015. "A structural break cartel screen for dating and detecting collusion," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2015-11, Centre for Competition Policy, University of East Anglia, Norwich, UK..
  85. Varun Agiwal & Jitendra Kumar & Dahud Kehinde Shangodoyin, 2020. "A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model," Statistics in Transition New Series, Polish Statistical Association, vol. 21(5), pages 133-149, December.
  86. Eduardo Rosas Rojas & Mónica C. Mimbrera Delgado, 2018. "Inflación y volatilidad cambiaria en México (1969-2017)," Ensayos de Economía 17297, Universidad Nacional de Colombia Sede Medellín.
  87. Declerck , Francis & Indjehagopian , Jean-Pierre & Bellocq , Flavien, 2015. "Relation entre le prix du pétrole et les cours boursiers des grandes compagnies pétrolières mondiales," ESSEC Working Papers WP1504, ESSEC Research Center, ESSEC Business School.
  88. Iraj Daizadeh, 2021. "Seasonal and Secular Periodicities Identified in the Dynamics of US FDA Medical Devices (1976 2020) Portends Intrinsic Industrial Transformation and Independence of Certain Crises," Papers 2107.05347, arXiv.org, revised Aug 2021.
  89. Marco Gallegati & Mauro Gallegati & James B. Ramsey & Willi Semmler, 2017. "Long waves in prices: new evidence from wavelet analysis," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 11(1), pages 127-151, January.
  90. Zeileis, Achim & Kleiber, Christian & Kramer, Walter & Hornik, Kurt, 2003. "Testing and dating of structural changes in practice," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 109-123, October.
  91. John M. Fry & Baoying Lai & Mark Rhodes, 2011. "The interdependence of Coffee spot and futures market," Working Papers 2011.1, International Network for Economic Research - INFER.
  92. Ross, Gordon J., 2015. "Parametric and Nonparametric Sequential Change Detection in R: The cpm Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 66(i03).
  93. Jung, R.C. & Maderitsch, R., 2014. "Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 331-342.
  94. Liu, Guanchun & He, Lei & Yue, Yiding & Wang, Jiying, 2014. "The linkage between insurance activity and banking credit: Some evidence from dynamic analysis," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 239-265.
  95. Tijana Matejić & Snežana Knežević & Vesna Bogojević Arsić & Tijana Obradović & Stefan Milojević & Miljan Adamović & Aleksandra Mitrović & Marko Milašinović & Dragoljub Simonović & Goran Milošević & Ma, 2022. "Assessing the Impact of the COVID-19 Crisis on Hotel Industry Bankruptcy Risk through Novel Forecasting Models," Sustainability, MDPI, vol. 14(8), pages 1-44, April.
  96. Ashok Chanabasangouda Patil & Shailesh Rastogi, 2020. "Multifractal Analysis of Market Efficiency across Structural Breaks: Implications for the Adaptive Market Hypothesis," JRFM, MDPI, vol. 13(10), pages 1-18, October.
  97. Aurelio Fernández Bariviera & M. Belén Guercio & Lisana B. Martinez, 2014. "Informational Efficiency in Distressed Markets: The Case of European Corporate Bonds," The Economic and Social Review, Economic and Social Studies, vol. 45(3), pages 349-369.
  98. Iraj Daizadeh, 2020. "Trademark filings and patent application count time series are structurally near-identical and cointegrated: Implications for studies in innovation," Papers 2012.10400, arXiv.org.
  99. Les Oxley & Chris Price & William Rea & Marco Reale, 2008. "A New Procedure to Test for H Self-Similarity," Working Papers in Economics 08/16, University of Canterbury, Department of Economics and Finance.
  100. Yi-Hsuan Lee & Alina Davier, 2013. "Monitoring Scale Scores over Time via Quality Control Charts, Model-Based Approaches, and Time Series Techniques," Psychometrika, Springer;The Psychometric Society, vol. 78(3), pages 557-575, July.
  101. Jin, Xuejun & Zhu, Keer & Yang, Xiaolan & Wang, Shouyang, 2021. "Estimating the reaction of Bitcoin prices to the uncertainty of fiat currency," Research in International Business and Finance, Elsevier, vol. 58(C).
  102. Varun Agiwal & Jitendra Kumar & Dahud Kehinde Shangodoyin, 2018. "A Bayesian Inference Of Multiple Structural Breaks In Mean And Error Variance In Panel Ar (1) Model," Statistics in Transition New Series, Polish Statistical Association, vol. 19(1), pages 7-23, March.
  103. Job Nmadu & Ezekiel Yisa & Usman Mohammed & Halima Sallawu & Yebosoko Nmadu & Sokoyami Nmadu, 2022. "Structural Analysis and Forecast of Nigerian Monthly Inflation Movement between 1996 and 2022," RAIS Conference Proceedings 2022-2023 0211, Research Association for Interdisciplinary Studies.
  104. F. Peters & J. P. Mackenbach & W. J. Nusselder, 2016. "Does the Impact of the Tobacco Epidemic Explain Structural Changes in the Decline of Mortality?," European Journal of Population, Springer;European Association for Population Studies, vol. 32(5), pages 687-702, December.
  105. Mensi, Walid & Lee, Yun-Jung & Al-Yahyaee, Khamis Hamed & Sensoy, Ahmet & Yoon, Seong-Min, 2019. "Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, vol. 31(C), pages 19-25.
  106. repec:dau:papers:123456789/15030 is not listed on IDEAS
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  108. Erdman, Chandra & Emerson, John W., 2007. "bcp: An R Package for Performing a Bayesian Analysis of Change Point Problems," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 23(i03).
  109. Pouliot, Sébastien, 2012. "On the Economics of Adulteration in Food Imports: Application to US Fish and Seafood Imports," Working Papers 148596, Structure and Performance of Agriculture and Agri-products Industry (SPAA).
  110. Fryzlewicz, Piotr, 2020. "Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection," LSE Research Online Documents on Economics 103430, London School of Economics and Political Science, LSE Library.
  111. Zhang, Xun & Yu, Lean & Wang, Shouyang & Lai, Kin Keung, 2009. "Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method," Energy Economics, Elsevier, vol. 31(5), pages 768-778, September.
  112. Czinkota, Thomas, 2012. "Das Halteproblem bei Strukturbrüchen in Finanzmarktzeitreihen [The Halting Problem applied to Structural Breaks in Financial Time Series]," MPRA Paper 37072, University Library of Munich, Germany.
  113. Gachet, Ivan & Maldonado, Diego & Oliva, Nicolas & Ramirez, Jose, 2011. "Hechos Estilizados de la Economía Ecuatoriana: El Ciclo Económico 1965-2008 [Stylized Facts of the Ecuadorian Economy: The Economic Chicle 1965-2008]," MPRA Paper 30280, University Library of Munich, Germany.
  114. Ward, Jason K. & Griffin, Terry W. & Jordan, David L. & Roberson, Gary T., 2020. "Working for Peanuts: Acquiring, Analyzing, and Visualizing Publicly Available Data," Journal of the ASFMRA, American Society of Farm Managers and Rural Appraisers, vol. 2020.
  115. Ruggieri, Eric & Antonellis, Marcus, 2016. "An exact approach to Bayesian sequential change point detection," Computational Statistics & Data Analysis, Elsevier, vol. 97(C), pages 71-86.
  116. Russell P. Robins & Geoffrey Peter Smith, 2020. "Selection bias and pseudo discoveries on the constancy of stock return anomalies," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1407-1426, November.
  117. Anttila, Juho, 2018. "Measuring the effects of conventional and unconventional monetary policy in the euro area," Bank of Finland Research Discussion Papers 12/2018, Bank of Finland.
  118. Christos Katris & Manolis G. Kavussanos, 2021. "Time series forecasting methods for the Baltic dry index," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1540-1565, December.
  119. K. B. S. Huth & L. J. Waldorp & J. Luigjes & A. E. Goudriaan & R. J. Holst & M. Marsman, 2022. "A Note on the Structural Change Test in Highly Parameterized Psychometric Models," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 1064-1080, September.
  120. repec:jss:jstsof:27:i04 is not listed on IDEAS
  121. Erik Bengtsson, 2014. "Labour's share in twentieth-century Sweden: a reinterpretation," Scandinavian Economic History Review, Taylor & Francis Journals, vol. 62(3), pages 290-314, November.
  122. João Sousa Andrade & Adelaide Duarte & Marta Simões, 2011. "Inequality and Growth in Portugal: a time series analysis," GEMF Working Papers 2011-11, GEMF, Faculty of Economics, University of Coimbra.
  123. Nora M. Villanueva & Marta Sestelo & Miguel M. Fonseca & Javier Roca-Pardiñas, 2023. "seq2R: An R Package to Detect Change Points in DNA Sequences," Mathematics, MDPI, vol. 11(10), pages 1-20, May.
  124. Guglielmo Lione & Francesca Brescia & Luana Giordano & Paolo Gonthier, 2022. "Effects of Seasonality and Climate on the Propagule Deposition Patterns of the Chestnut Blight Pathogen Cryphonectria parasitica in Orchards of the Alpine District of North Western Italy," Agriculture, MDPI, vol. 12(5), pages 1-24, April.
  125. Abhijit Sharma & Kelvin G Balcombe & Iain M Fraser, 2009. "Non-renewable resource prices: Structural breaks and long term trends," Economics Bulletin, AccessEcon, vol. 29(2), pages 805-819.
  126. Youyi Fong & Chongzhi Di & Ying Huang & Peter B. Gilbert, 2017. "Model-robust inference for continuous threshold regression models," Biometrics, The International Biometric Society, vol. 73(2), pages 452-462, June.
  127. Anttila, Juho, 2018. "Measuring the effects of conventional and unconventional monetary policy in the euro area," Research Discussion Papers 12/2018, Bank of Finland.
  128. Achim Zeileis & Torsten Hothorn, 2013. "A toolbox of permutation tests for structural change," Statistical Papers, Springer, vol. 54(4), pages 931-954, November.
  129. Jan Verbesselt & Achim Zeileis & Martin Herold, 2011. "Near Real-Time Disturbance Detection in Terrestrial Ecosystems Using Satellite Image Time Series: Drought Detection in Somalia," Working Papers 2011-18, Faculty of Economics and Statistics, Universität Innsbruck.
  130. Pal, Debdatta & Sapre, Amey, 2010. "How have Government Policies Driven Rural Credit in India: A Brief Empirical Analysis, 1969-2009," IIMA Working Papers WP2010-12-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
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  133. Patrik Nosil & Zachariah Gompert & Daniel J. Funk, 2024. "Divergent dynamics of sexual and habitat isolation at the transition between stick insect populations and species," Nature Communications, Nature, vol. 15(1), pages 1-15, December.
  134. Bennihi, Aymen Salah & Bouriche, Lahcene & Schneider, Friedrich, 2021. "The informal economy in Algeria: New insights using the MIMIC approach and the interaction with the formal economy," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 470-491.
  135. Vijay A Murik, 2013. "Measuring monetary policy expectations," Australian Journal of Management, Australian School of Business, vol. 38(1), pages 49-65, April.
  136. Zeileis, Achim & Koenker, Roger, 2008. "Econometrics in R: Past, Present, and Future," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i01).
  137. Fabio Clementi & Marco Gallegati & Mauro Gallegati, 2015. "Growth and Cycles of the Italian Economy Since 1861: The New Evidence," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(1), pages 25-59, March.
  138. Tighe, Kara & Piggott, Nicholas & Nicholas, Oscar & Mounter, Stuart & Villano, Renato, 2019. "Testing for pre-committed quantities of Australian meat demand," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 60(2), April.
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