Home > Research > Browse

Results for structural breaks

Publications & Outputs

  1. cpop: Detecting changes in piecewise-linear signals

    Grose, D. & Fearnhead, P., 23/08/2022, In: arXiv.

    Research output: Contribution to Journal/MagazineJournal article

  2. Equity Premium Forecasts with an Unknown Number of Structural Breaks

    Smith, S. C., Bulkley, G. & Leslie, D. S., 1/01/2020, In: Journal of Financial Econometrics. 18, 1, p. 59-94 36 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. The state of macroeconomic forecasting

    Stekler, H. & Fildes, R. A., 1999, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper