STRUCTURAL BREAKS I
Monday 26th August 2002,
09:30 - 11:00
Room: 5.3
Session Chair(s):
Alain Hecq, University of Maastricht, NETHERLANDS
Category: Econometrics
TESTING FOR STRUCTURAL BREAKS IN NONLINEAR DYNAMIC MODELS
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Presenter(s): |
George Kapetanios, Bank of England, UNITED KINGDOM |
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Co-Author(s): |
none |
LEAST SQUARES ESTIMATION AND TESTS OF BREAKS IN MEAN AND VARIANCE UNDER MISSPECIFICATION
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Presenter(s): |
Jean-Yves Pitarakis, University of Reading, UNITED KINGDOM |
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Co-Author(s): |
none |
SHORT-RUN ATTRACTOR REGIMES AND THE CYCLICAL BEHAVIOR OF OUPUT AND PRICES
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Presenter(s): |
Alain Hecq, University of Maastricht, NETHERLANDS |
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Co-Author(s): |
Bertrand Candelon, Maastricht University, NETHERLANDS |
Total Papers in This session: 3
Session Ref: 630
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