Pages that link to "Item:Q3142741"

The following pages link to Tests for Parameter Instability and Structural Change With Unknown Change Point (Q3142741):

Displaying 29 items.

• The validity of bootstrap testing for threshold autoregression (Q6190947) (← links)
• Autoregressive conditional betas (Q6193071) (← links)
• The likelihood ratio test for structural changes in factor models (Q6193072) (← links)
• Observation-driven filtering of time-varying parameters using moment conditions (Q6193078) (← links)
• Robust inference on infinite and growing dimensional time-series regression (Q6536576) (← links)
• Testing for homogeneous thresholds in threshold regression models (Q6536816) (← links)
• Using interpolated implied volatility for analysing exogenous market changes (Q6538807) (← links)
• Predictive model averaging with parameter instability and heteroskedasticity (Q6540716) (← links)
• New penalty in information criteria for the ARCH sequence with structural changes (Q6548868) (← links)
• Evaluating the impact of environmental policy on the trend behavior of US emissions of nitrogen oxides and volatile organic compounds (Q6550402) (← links)
• Climate change and the US wheat commodity market (Q6567088) (← links)
• Regularized GMM for time-varying models with applications to asset pricing (Q6572252) (← links)
• Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)
• Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model (Q6586903) (← links)
• Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)
• Mean change point detection based on jump information criterion (Q6615092) (← links)
• Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates (Q6616629) (← links)
• Testing for Changes in Forecasting Performance (Q6617742) (← links)
• Dynamic Semiparametric Factor Model With Structural Breaks (Q6617795) (← links)
• Threshold Regression With a Threshold Boundary (Q6617815) (← links)
• State-Varying Factor Models of Large Dimensions (Q6620950) (← links)
• Multiple change-point models for time series (Q6626121) (← links)
• A New Class of Change Point Test Statistics of Rényi Type (Q6626332) (← links)
• A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes (Q6651415) (← links)
• Gaussian approximation for nonstationary time series with optimal rate and explicit construction (Q6656621) (← links)
• MSE superiority of the unrestricted Stein-rule estimator in a regression model with a possible structural break (Q6662621) (← links)
• Threshold spatial autoregressive model (Q6664620) (← links)
• Reprint of: The likelihood ratio test for structural changes in factor models (Q6664647) (← links)
• Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)