structural breaks
Structural Breaks and Testing for the Random Walk Hypothesis in International Stock Prices
20
Detecting big structural breaks in large factor models
40
China's Regional Convergence in Panels with Multiple Structural Breaks
43
Price-Money Relationship After Inflation Targeting: Cointegration Test With Structural Breaks For Turkey and Brazil
8
Likelihood Based Confidence Sets for the Timing of Structural Breaks
51
The Feldstein –Horioka Puzzle and structural breaks: evidence from EU members
26
The bilateral trade balance of the EU in the presence of structural breaks
23
Long memory and structural breaks in time series models
223
Firm’s credit risk in the presence of market structural breaks
15
Forecasting output growth by the yield curve: the role of structural breaks
43
Macroeconomic fluctuations,regime switching(structural breaks) and impulse responses:Nigerian evidence
35
Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms
35
Structural Breaks, Model Selection, and Overidentification in Dynamic Factor Models.
260
Random Walk and Multiple Structural Breaks In Thai Stock Market
10
Spurious regressions of stationary AR(p) processes with structural breaks
26
Bayesian Model Averaging and Identification of Structural Breaks in Time Series
28
A New Nonlinear Specification of Structural Breaks for Money Demand in Iran
19
Long Range Dependence and Structural Breaks in the Gold Markets
32
The Demand for Money, Structural Breaks and Monetary Policy in the Gambia
14
Balanced growth and structural breaks: Evidence for Germany
25