structural break-经管之家(原经济论坛)-经济、管理、金融、统计在线教育和咨询网站

结果：找到“structural break”相关内容45个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

A structural break test for extremal dependence in β-mixing random vectors
1 个回复 - 261 次查看【作者(必填)】 23 【文题(必填)】 A structural break test for extremal dependence in β-mixing random vectors 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/arti ...2024-2-1 20:49 - internet.hzx - 文献求助专区

Testing for Structural Breaks via Ordinal Pattern Dependence
1 个回复 - 226 次查看【作者(必填)】 23 【文题(必填)】 Testing for Structural Breaks via Ordinal Pattern Dependence 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/0162145 ...2024-2-1 22:31 - internet.hzx - 文献求助专区

A novel and fast methodology for simultaneous multiple structural break estimati
2 个回复 - 547 次查看 A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models[/backcolor]2022-9-22 07:51 - fishtutu - 数据分析与数据挖掘

Dynamic Semiparametric Factor Model With Structural Breaks
1 个回复 - 588 次查看【作者(必填)】 232 【文题(必填)】 Dynamic Semiparametric Factor Model With Structural Breaks 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/10.1080/07350 ...2021-6-2 16:22 - internet.hzx - 求助成功区

Testing for structural breaks in factor copula models
1 个回复 - 584 次查看【作者(必填)】 Author links open overlay panelHansManner[/backcolor] 【文题(必填)】 Testing for structural breaks in factor copula models【年份(必填)】 2019 【全文链接或数据库名称(选填)】https:// ...2019-12-8 23:25 - internet.hzx - 文献求助专区

Structural break estimation for nonstationary time series models
4 个回复 - 1131 次查看【作者(必填)】 Davis, R. A., Lee, T. C. M. and Rodriguez-Yam, G. A. 【文题(必填)】 Structural break estimation for nonstationary time series models 【年份(必填)】 2006 【全文链接或数据库名称(选填 ...2015-12-13 11:42 - mico123 - 求助成功区

Rodrigues +Recursive adjustment, unit root tests and structural break
2 个回复 - 501 次查看【作者(必填)】Rodrigues P M M 【文题(必填)】. Recursive adjustment, unit roottests and structural breaks 【年份(必填)】2013 【全文链接或数据库名称(选填)】2018-5-6 16:22 - harlon1976 - 求助成功区

Trend Inflation and the Nature of Structural Breaks
2 个回复 - 752 次查看【作者(必填)】Chang-Jin Kim,;PYM.Manopimoke, and Charles R. Nelson 【文题(必填)】Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve 【年份(必填)】2014 【全 ...2018-6-23 17:04 - hkswen - 求助成功区

Fractional Integration and Structural Breaks at unknown Periods of Time
2 个回复 - 796 次查看【作者(必填)】 Gil-Alana, L.A. 【文题(必填)】 Fractional Integration and Structural Breaks at unknown Periods of Time 【年份(必填)】 2008 【全文链接或数据库名称(选填)】Journal of Time Series Ana ...2017-11-11 11:27 - 肖恩同学 - 求助成功区

Detecting and dating structural breaks in functional
1 个回复 - 452 次查看【作者(必填)】 [*]Alexander Aue1,*, [*]Gregory Rice2 and [*]Ozan Sönmez 【文题(必填)】 Detecting and dating structural breaks in functional data without dimension reduction 【年份(必填)】 ...2017-12-17 16:21 - xmok77 - 求助成功区

想请教怎样用Stata检测multiple structural breaks?
2 个回复 - 3052 次查看如题，很想知道怎样用Stata检测multiple structural breaks…… 如果检验multiple难实现的话单个的structural break检验也可以希望能有具体操作步骤非常感谢！！2012-2-26 23:48 - feihou928 - Stata专版

请高手帮我看一下这个BP structural break 结果？
1 个回复 - 2550 次查看 2018-11-13 19:59 - zhaoyangqing - Gauss专版

Estimation of heterogeneous panels with structural breaks
2 个回复 - 1412 次查看 Estimation of heterogeneous panels with structural breaks8h [/url] 通过 Journal of Econometrics[/url] Publication date: Available online 31 October 2015 Source:Journal of Eco ...2015-11-2 08:13 - oliyiyi - LATEX论坛

【求助文献一篇】long memory versus structural breaks:an overview
1 个回复 - 635 次查看【作者(必填)】 Sibberten P 【文题(必填)】 long memory versus structural breaks:an overview 【年份(必填)】 2004 【全文链接或数据库名称(选填)】Stat Pap2017-11-7 10:17 - 肖恩同学 - 求助成功区

Time series analysis of long memory versus structural breaks: a time-varying mem
4 个回复 - 801 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】2017-9-5 15:34 - 肖恩同学 - 求助成功区

Structural Breaks and Garch Models of Exchange Rate Volatility
1 个回复 - 910 次查看【作者(必填)】David E. Rapach and Jack K. Strauss 【文题(必填)】Structural Breaks and Garch Models of Exchange Rate Volatility 【年份(必填)】2008 【全文链接或数据库名称(选填)】2017-4-20 21:47 - 豁达统计人 - 求助成功区

Long memory in log-range series: Do structural breaks matter?
3 个回复 - 802 次查看 Long memory in log-range series: Do structural breaks matter?2015-10-27 20:33 - lucky187 - 求助成功区

Was There a Structural Break in Barry Bonds's Bat?
1 个回复 - 573 次查看【作者(必填)】Michael L. Nieswiadomy, Mark C. Strazicich, StephenClayton 【文题(必填)】Was There a Structural Break in Barry Bonds's Bat? 【年份(必填)】2012 【全文链接或数据库名称(选填)】http ...2016-4-12 10:37 - dliangfranklin - 求助成功区

Occasional structural breaks and long memory with an application
2 个回复 - 739 次查看 Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns2015-11-4 09:02 - lucky187 - 求助成功区

Realized Volatility Forecast of Stock Index Under Structural Breaks
2 个回复 - 738 次查看【作者(必填)】【文题(必填)】Realized Volatility Forecast of Stock Index Under Structural BreaksK Yang, L Chen, F Tian - Journal of Forecasting, 2015 - Wiley Online Library 【年份(必填)】【全 ...2016-1-21 11:08 - 金融坦然 - 求助成功区

A CUSUMSQ test for structural breaks in error variance
1 个回复 - 784 次查看 A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model2016-1-6 13:07 - lucky187 - 求助成功区

A CUSUMSQ test for structural breaks in error
1 个回复 - 739 次查看 A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model2015-11-5 17:53 - lucky187 - 求助成功区

Long Memory versus Structural Breaks in Modeling and Forecasting
1 个回复 - 426 次查看 Long Memory versus Structural Breaks in Modeling and Forecasting Realized Volatility2015-11-4 09:00 - lucky187 - 求助成功区

Modelling structural breaks, long memory
1 个回复 - 614 次查看 Modelling structural breaks, long memory and stock market volatility: an overview2015-11-4 09:04 - lucky187 - 求助成功区

Long memory versus structural breaks: an overview
4 个回复 - 761 次查看 Long memory versus structural breaks: an overview2015-10-29 12:42 - lucky187 - 求助成功区

Long memory versus structural breaks in modelling
3 个回复 - 546 次查看 Long memory versus structural breaks in modelling and forecasting realized volatility2015-10-29 12:40 - lucky187 - 求助成功区

Quantile regression estimates and the analysis of structural breaks
2 个回复 - 763 次查看【作者(必填)】 Marilena Furno 【文题(必填)】 Quantile regression estimates and the analysis of structural breaks【年份(必填)】 2014 【全文链接或数据库名称(选填)】 http://www.tandfonline.com/doi/ ...2015-7-8 10:59 - swordsmen - 求助成功区

Optimal forecasts in the presence of structural breaks
2 个回复 - 561 次查看【作者(必填)】M.Hashem Pesarana, b, Andreas Pickc, d, , , Mikhail Pranovich 【文题(必填)】Optimal forecasts in the presence of structuralbreaks 【全文链接或数据库名称(选填)】http://www.scien ...2015-5-27 08:32 - dandan0407 - 求助成功区

Price drivers and structural breaks in European carbon prices 2005–2007
3 个回复 - 679 次查看【作者(必填)】 [*]Emilie Alberolaa, 1, , [*]Julien Chevallierb, , 2, , [*]Benoıˆt Chèzec, 2, 【文题(必填)】 Price drivers and structural breaks in European carbon prices 2005–2007 ...2015-5-26 16:18 - 紫羽馨宸 - 求助成功区

难题！在R中如何鉴别GARCH模型的structural breaks!
2 个回复 - 3547 次查看 R有个strucchange，可惜只对线形模型有效，我想鉴别GARCH模型volatility的断点，并且重新估计几个GARCH模型不知道R有没有这个能力？2006-12-9 12:32 - stonexu1984 - R语言论坛

A BAYESIAN ANALYSIS OF UNIT ROOTS AND STRUCTURAL BREAKS IN THE LEVEL, TREND,
27 个回复 - 2968 次查看 **** 本内容被作者隐藏 **** A BAYESIAN ANALYSIS OF UNIT ROOTS AND STRUCTURAL BREAKS IN THE LEVEL, TREND, AND ERROR VARIANCE OF AUTOREGRESSIVE MODELS OF ECONOMIC SERIES **** 本内容被作者隐藏 **** ...2012-2-15 14:02 - ut1leiye - 计量经济学与统计软件

Unit Roots and Structural Breaks
5 个回复 - 1862 次查看【作者(必填)】STOCK, J. H 【文题(必填Unit Roots and Structural Breaks 【年份(必填)】1994 【全文链接或数据库名称(选填)】in Handbook of Econometrics, Vol. 4, ed. by R.F. Engle and D. McFadden. Ams ...2013-3-18 09:06 - harlon1976 - 求助成功区

STRUCTURAL BREAKS, COINTEGRATION AND THE DOMESTIC DEMAN
0 个回复 - 1263 次查看 STRUCTURAL BREAKS, COINTEGRATION AND THE DOMESTIC DEMAND FOR CHILEAN WINE2012-11-22 07:45 - goldgood88 - 新手入门区

how to calculate structural break with ICSS algorithm in stata?
0 个回复 - 2230 次查看 Can we use stata for detecting structural break by ICSS algorithm? Thanks!!2012-11-2 01:00 - kon065 - Stata专版

Monte Carlo tests of cointegration with structural breaks
0 个回复 - 3023 次查看 2007-8-23 14:38 - xuehe - 计量经济学与统计软件

股票价格的MA线能不能判断他的structural breakpoints?
1 个回复 - 2383 次查看 用短期MA和长期MA的交叉点判断结构断点(就是volatility系数发生变化),可不可行? 不要求很准确,只要大致对就可以,不需要太复杂 我看网上说用CUSUM,regim-switching等等方法,我 ...2006-12-13 20:15 - stonexu1984 - 计量经济学与统计软件

Averaging Estimators for Regressions with a Possible Structural Break
2 个回复 - 2485 次查看 Bruce E. Hansen 教授的新作，即将发表在Econometric Theory上。摘要如下： This paper investigates selection and averaging of linear regressions with a possible structural break. Our main contribution is ...2009-10-13 16:58 - zhaomn200145 - Gauss专版

How would you account for this structural break
1 个回复 - 2100 次查看 1)Figure 1 above plots the variable consumption over a period of 15 years. The graph suggests that there may have been a change in the consumption function after year 5. How would you account for this ...2010-5-5 23:22 - kavin21 - 计量经济学与统计软件

结构性突变(structural breaks)
1 个回复 - 4152 次查看接着以前的学习问老师，我的时间序列是30年的日均值，用Chow test算出有结构性突变，所以在做GARCH族模型，及预测的时候，是不是应该分段来做呢？谢谢2009-9-17 18:23 - tpr3396 - 统计软件培训班VIP答疑区

谁能提供一下判断structural breaks的MATLAB code啊?
0 个回复 - 1933 次查看网上有一些GAUSS的,但我只有matlab,有谁能提供一下如何鉴别structural breaks的code? 另外,regime switching是不是其中一种方法啊?2007-7-4 03:52 - stonexu1984 - 计量经济学与统计软件

请问如何鉴别GARCH模型的structural breaks
1 个回复 - 2480 次查看用哪种方法和软件比较好?我用的是R不知道怎么搞有人说用OX,GAUSS,这两个软件我都没听说过,更不知道怎么弄了有没有高人指导一下怎么用软件最方便啊?2006-12-9 16:17 - stonexu1984 - 计量经济学与统计软件

Unit roots, nonlinearities and structural breaks
0 个回复 - 440 次查看 2004-11-16 09:07 - 投入产出模型846 - Forum

Detecting Structural Breaks using Hidden Markov Models
0 个回复 - 229 次查看 2004-11-1 09:44 - 网路营销246 - Forum

课程推荐