Libri sul tema "Structural breaks"

Smith, Jeremy. Structural breaks and seasonal integration. Coventry: University of Warwick, Dept. of Economics, 1995.

Smith, Jeremy. Structural breaks and seasonal integration. Coventry: University of Warwick Department of Economics, 1995.

Pástor, Lubos̆. The equity premium and structural breaks. Cambridge, MA: National Bureau of Economic Research, 2000.

Gregory, Allan W. Testing for structural breaks in cointegrated relationships. Kingston, Ont: Institute for Economic Research, Queen's University, 1991.

Timmermann, Allan. Structural breaks, incomplete information and stock prices. London: London School of Economics, Financial Markets Group, 1998.

Hashem, Pesaran M. Forecasting time series subject to multiple structural breaks. Bonn, Germany: IZA, 2004.

León, Javier. Structural breaks and long-run trends in commodity prices. Washington, DC: World Bank, 1995.

Busetti, Fabio. Testing for stochastic trends in series with structural breaks. Roma: Banca d'Italia, 2000.

1964-, Piehl Anne Morrison, e National Bureau of Economic Research., a cura di. Testing for structural breaks in the evaluation of programs. Cambridge, MA: National Bureau of Economic Research, 1999.

Clark, Todd E. Forecast-based model selection in the presence of structural breaks. Kansas City [Mo.]: Research Division, Federal Reserve Bank of Kansas City, 2002.

Fountas, Stilianos. Tests for interest rate convergence and structural breaks in the EMS. Galway: Department of Economics, University College Galway, 1997.

Cerrato, Mario. Testing for random walk and structural breaks in hedge funds returns. London: London Metropolitan University, Department of Economics, 2004.

Owyang, Michael T. Structural breaks and regional disparities in the transmission of monetary policy. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2003.

John, Ashworth, Evans Lynne, teriba Ayo e University of Durham. Department of Economics., a cura di. Structural breaks in parallel markets?: The case of Nigeria, 1980-1993. Durham: Universityof Durham, Department of Economics, 1996.

Fund, International Monetary, a cura di. Shocks and structural breaks: Labor market reforms in the United Kingdom. Washington, D.C: International Monetary Fund, 1994.

Dan, Ben-David. Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks. Cambridge, MA: National Bureau of Economic Research, 1998.

Dunne, Peter G. Arch models with structural breaks: A closer look at the feedback trading evidence. [Belfast]: Queen's University, 1992.

Noriega-Muro, Antonio E. Nonstationarity and structural breaks in economic time series: Asymptotic theory and Monte Carlo simulations. Aldershot: Avebury, 1993.

Dan, Ben-David. The unit root hypothesis in long-term output: Evidence from two structural breaks for 16 countries. London: Centre for Economic Policy Research, 1996.

Amisano, Giovanni. Trends, cycles and structural breaks in macroeconomic time series: An application of different techniques to U.K. variables. [s.l.]: typescript, 1990.

Piñón-Farah, Marco A. Demand for money in Mozambique: Was there a structural break? [Washington, D.C.]: International Monetary Fund, African Dept., 1998.

Bhattacharya, Basabi. Indian equity market since liberalization: Efficiency, voltility, and structural break. Kolkata: World View in collaboration with Dept. of Economics, Jadavpur University, 2008.

P, Singh V. Dam breach modeling technology. Dordrecht: Kluwer Academic Publishers, 1996.

Debs, Alexandre. Testing for a structural break in the volatility of real GDP growth in Canada. Ottawa: Bank of Canada, 2001.

Diebold, Francis X. Testing structural stability with endogenous break point: A size comparison of analytic and bootstrap procedures. Philadelphia: Federal Reserve Bank of Philadelphia, Economic Research Division, 1993.

Studinger, Michael. Interpretation und Analyse von Potentialfelddaten im Weddellmeer, Antarktis: Der Zerfall des Superkontinents Gondwana = Compilation and analysis of potential field data from the Weddell Sea, Antarctica : implications for the break-up of Gondwana. Bremerhaven: Alfred-Wegener-Institut für Polar- und Meeresforschung, 1998.

Shivram, Balkrishan. Kinship structures and foster relations in Islamic society: Milk kinship allegiance in the Mughal world. Shimla: Indian Institute of Advanced Study, 2014.

Anderegg, Jean Pierre. Die Ofenhäuser im Drei-Seen-Land: Backen und Gemeinschaft = Les fours du pays des Trois-Lacs : pain et communauté. Thun: Weber, 2005.

American Association of State Highway and Transportation Officials. Subcommittee on Bridges and Structures. Standard specifications for structural supports for highway signs, luminaires, and traffic signals: With 2010 and 2011 interim revisions. 5^a ed. Washington, D.C: American Association of State Highway and Transportation Officials, 2009.

Adams-Smith, David. Survivors: Children of divorce : how children survive the breakup of their family structures and rebuild. Louisville, Ky: Merrick Print. Co., 2004.

Ferraz, João Grinspum, e Nelson Kon. The bread museum: Route of the Taquari Valley Mills. Illopolis, Bl: Friends of the Taquari Valley Mills Association, 2008.

Steinberg, Ken. Effects of structural domains of Raf-1 on the sensitivity of MCF-7 breast cancer cells to Taxol (Paclitaxel). Sudbury, Ont: Laurentian University, School of Graduate Studies, 2005.

Samper, Jesús Miguel Rubio. Iglesia Parroquial de Brea de Aragón: Estudio histórico-artístico. Zaragoza: Institución Fernando el Catolico, 1987.

Carey, Mary, e Cathy Knowles. Accounting. 4^a ed. Oxford: Oxford University Press, 2020. http://dx.doi.org/10.1093/hebz/9780198844808.001.0001.

Quadflieg, Sven, Klaus Neuburg e Simon Nestler, a cura di. (Dis)Obedience in Digital Societies. Bielefeld, Germany: transcript Verlag, 2022. http://dx.doi.org/10.14361/9783839457634.

Unit Roots and Structural Breaks. MDPI, 2018. http://dx.doi.org/10.3390/books978-3-03842-812-1.

Antoshin, Sergei, Andrew Berg e Marcos Souto. Testing for Structural Breaks in Small Samples. International Monetary Fund, 2008.

Antoshin, Sergei, Andrew Berg e Marcos Souto. Testing for Structural Breaks in Small Samples. International Monetary Fund, 2008.

Antoshin, Sergei, Andrew Berg e Marcos Souto. Testing for Structural Breaks in Small Samples. International Monetary Fund, 2008.

Yao, Jiaxiong, e Yunhui Zhao. Structural Breaks in Carbon Emissions: A Machine Learning Analysis. International Monetary Fund, 2022.

Leon, Javier, e Raimundo Soto. Structural Breaks and Long-Run Trends in Commodity Prices. The World Bank, 1999. http://dx.doi.org/10.1596/1813-9450-1406.

Yao, Jiaxiong, e Yunhui Zhao. Structural Breaks in Carbon Emissions: A Machine Learning Analysis. International Monetary Fund, 2022.

Yao, Jiaxiong, e Yunhui Zhao. Structural Breaks in Carbon Emissions: A Machine Learning Analysis. International Monetary Fund, 2022.

Rapach, David E., e Mark E. Wohar, a cura di. Forecasting in the Presence of Structural Breaks and Model Uncertainty. Emerald Group Publishing Limited, 2008. http://dx.doi.org/10.1016/s1574-8715(2008)3.

Forecasting In The Presence Of Structural Breaks And Model Uncertainty. Emerald Group Publishing, 2008.

Rapach, David E., Hamid Beladi, Mark E. Wohar e Kwan Choi. Forecasting in the Presence of Structural Breaks and Model Uncertainty. Emerald Publishing Limited, 2008.

Ramaswamy, Ramana, e Eswar Prasad. Shocks and Structural Breaks - Labor Market Reforms in the United Kingdom. International Monetary Fund, 1994.

Ramaswamy, Ramana, e Eswar Prasad. Shocks and Structural Breaks - Labor Market Reforms in the United Kingdom. International Monetary Fund, 1994.

Ramaswamy, Ramana, e Eswar Prasad. Shocks and Structural Breaks - Labor Market Reforms in the United Kingdom. International Monetary Fund, 1994.

Noriega-Muro, Antonio E. Nonstationarity and Structural Breaks in Economic Time Series: Asymptotic Theory and Monte Carlo Simulations. Ashgate Publishing, 1994.