Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures

2019/05/23 by Dukpa Kim, Tatsushi Oka, Francisco Estrada +2
Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact #Market Dynamics and Volatility

paper · doi:10.1016/j.jeconom.2019.05.008

Citations

• Estimating and Testing Linear Models with Multiple Structural Changes
• Measuring the strength of ENSO events: How does 1997/98 rank?
• Co-Integration and Error Correction: Representation, Estimation, and Testing