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1. Leading indicators of German business cycles : An assessment of properties

   Author: Fritsche, Ulrich; Stephan, Sabine

   Published: 2000

   Publisher:  Deutsches Institut für Wirtschaftsforschung (DIW), Berlin

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Other identifier:	hdl: 10419/18177 urn: urn:nbn:de:101:1-201802155691
   RVK Categories:	QB 910 ; QN 200 ; QB 910 ; QN 200
   DDC Categories:	330; 380; 650; 670
   Series:	DIW Discussion Papers ; 207
   Subjects:	Wirtschaftsindikator; Konjunkturtest; Prognoseverfahren; Statistischer Test; Schätzung
   Other subjects:	(stw)Wirtschaftsindikator; (stw)Frühindikator; (stw)Prognoseverfahren; (stw)Statistischer Test; (stw)Schätzung; (stw)Deutschland; jel:E32; jel:L60; jel:L70; Konjunkturindikator (STW); Konjunkturprognose (STW); Prognoseverfahren (STW); Statistischer Test (STW); Schätzung (STW); Deutschland (STW); Online-Publikation; Arbeitspapier; Arbeitspapier; Graue Literatur
   Scope:	Online-Ressource

2. Leading indicators of German business cycles: an assessment of properties

   Author: Fritsche, Ulrich; Stephan, Sabine

   Published: 2000

   Publisher:  DIW, Berlin

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Print
   RVK Categories:	QB 910 ; QN 200 ; QB 910 ; QN 200
   DDC Categories:	330; 380; 650; 670
   Series:	Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung ; No. 207
   Subjects:	Wirtschaftsindikator; Konjunkturtest; Prognoseverfahren; Statistischer Test; Schätzung
   Other subjects:	(stw)Wirtschaftsindikator; (stw)Frühindikator; (stw)Prognoseverfahren; (stw)Statistischer Test; (stw)Schätzung; (stw)Deutschland; jel:E32; jel:L60; jel:L70; Konjunkturindikator (STW); Konjunkturprognose (STW); Prognoseverfahren (STW); Statistischer Test (STW); Schätzung (STW); Deutschland (STW); Online-Publikation; Arbeitspapier; Arbeitspapier; Graue Literatur
   Scope:	32 S., graph. Darst., 30 cm

3. Testing for structural change in the presence of long memory

   Author: Krämer, Walter; Sibbertsen, Philipp

   Published: 2000

   Publisher:  SFB 475, Universität Dortmund, Dortmund

   We derive the limiting null distributions of the standard and OLS based CUSUM-tests for structural change of the coecients of a linear regression model in the context of long memory disturbances. We show that both tests behave fundamentally different... more

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   Kiel: ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   DS 35 (2001,31)

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   We derive the limiting null distributions of the standard and OLS based CUSUM-tests for structural change of the coecients of a linear regression model in the context of long memory disturbances. We show that both tests behave fundamentally different in a long memory environment, as compared to short memory, and that long memory is easily mistaken for structural change when standard critical values are employed.

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Other identifier:	hdl: 10419/77279
   Edition:	Version June 2000
   Series:	[Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund ; 2000,31]
   Subjects:	Zeitreihenanalyse; Strukturbruch; Statistischer Test; Theorie; CUSUM; Zeitreihenanalyse (STW); Strukturbruch (STW); Statistischer Test (STW); Theorie (STW)
   Scope:	Online-Ressource (9 S.), graph. Darst.