Estimating turning points using large data sets
From MaRDI portal
Publication:2511794
DOI10.1016/j.jeconom.2013.08.034zbMath1293.62204MaRDI QIDQ2511794
James H. Stock, Mark W. Watson
Publication date: 6 August 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.08.034
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G05: Nonparametric estimation
91B84: Economic time series analysis
Related Items
Structural changes in large economic datasets: a nonparametric homogeneity test, Detecting stock market turning points using wavelet leaders method, Markov switching panel with endogenous synchronization effects
Cites Work
- Synchronization of cycles
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- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- On Estimation of a Probability Density Function and Mode