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Results for structural breaks

Publications & Outputs

  1. cpop: Detecting changes in piecewise-linear signals

    Grose, D. & Fearnhead, P., 6/10/2023, (Accepted/In press) In: Journal of Statistical Software.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  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