structural breaks
The present value model of US stock prices revisited: long run evidence with structural breaks, 1871 2010
... and structural breaks, are all three possible candidates for explaining persistent deviations from the equilibrium relationship between real stock prices and ...
32
Volatility of the capital flows and structural breaks in Latin American and the Caribbean
... Previous studies showed a reduction of capital flows, both domestic and foreign, for the whole group of countries during crises. It can be clearly seen that during a period of crisis capital flows of foreigners fall ...
29
From complements to substitutes : structural breaks in the elasticity of substitution between paidemployment and self employment in the US
... Technically, our analysis parallels the literature on wage inequality (see, e.g., Acemoglu 2002, for a survey) because we consider self- employment and paid employment as two employment statuses— managerial and ...
23
The relationship between energy consumption and GDP : evidence from a panel of 10 Latin American countries
... To avoid spurious regressions, we test the stationarity of the series, which requires the use of panel unit root tests. Next, if the series are not stationary, i.e., if the series have unit roots, then we test whether ...
24
Essays on Financial Markets
... Gilmore and McManus (2002) examine the short and long-term relationship between weekly US stock market returns and three Central European stock market returns (Poland, Hungary and Czech Republic) over the period ...
132
Essays on Non-Stationary Panel Analysis
... tural breaks, the interest on this field rose ...for structural breaks leads to size distortions and potentially biased estimates of the parameters in which unit root tests build ...the ...
169
Structural testing with use cases
... Regarding program testing, there is a growing body of evidence showing that structural and functional testing and reading techniques are complementary since they reveal distinct classes of defects [2]. On the ...
7
Structural awareness for collaborative learning environments
... Our principal findings are as follows. (1) The experience carried out with Mailgroup confirms that WYAIWYL principle is a useful mechanism for structuring FTT threaded conversations. (2) The use of this tool enables a ...
10
TítuloEffects of the substituents of pyrazole/thiazine ligands on the magnetic properties of chloro bridged Cu(II) complexes
... The metallic atom is directly bound to two chloride ligands and one DMPzTz ligand, which coordinates through the pyrazole and thiazine nitrogen atoms forming a five-membered chelate ring. The Cu(II)–ligand bond lengths ...
18
Essays in structural macroeconometrics
... allowing structural parameters from both policy and non-policy blocks as well as structural variances to vary over ...of structural parameters will vary across sub- ...
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