Pages that link to "Item:Q3142741"

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

Displaying 50 items.

• Predictive tests for structural change with unknown breakpoint (Q1377327) (← links)
• Stability tests in error correction models (Q1377329) (← links)
• Tests for changes in models with a polynomial trend (Q1379916) (← links)
• On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. (Q1423023) (← links)
• Approximating the distribution of the maximum partial sum of normal deviates (Q1578215) (← links)
• Testing for structural change in conditional models (Q1580340) (← links)
• The long-run relationship between productivity and capital (Q1583285) (← links)
• Term structure views of monetary policy under alternative models of agent expectations (Q1583315) (← links)
• The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective (Q1584765) (← links)
• Local nonlinear least squares: using parametric information in nonparametric regression (Q1588305) (← links)
• A note on tests for partial parameter instability in the trend stationary model. (Q1606269) (← links)
• Modeling tails of aggregate economic processes in a stochastic growth model (Q1623510) (← links)
• Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516) (← links)
• Multiple break detection in the correlation structure of random variables (Q1623527) (← links)
• Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
• Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
• A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
• Tests for structural break in quantile regressions (Q1633260) (← links)
• Score-based tests of differential item functioning via pairwise maximum likelihood estimation (Q1643439) (← links)
• Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
• Job flows, jobless recoveries, and the great moderation (Q1655630) (← links)
• The Asian financial crisis and international reserve accumulation: a robust control approach (Q1657327) (← links)
• A continuous threshold expectile model (Q1658402) (← links)
• Tree-based varying coefficient regression for longitudinal ordinal responses (Q1663330) (← links)
• A test for changing trends with monotonic power (Q1668151) (← links)
• Sequential testing with uniformly distributed size (Q1669696) (← links)
• Selection of an estimation window in the presence of data revisions and recent structural breaks (Q1669833) (← links)
• Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
• Real-time monitoring test for realized volatility (Q1695554) (← links)
• Testing for multiple structural changes with non-homogeneous regressors (Q1695659) (← links)
• International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
• Some remarks on applications of tests for detecting a change point to psychometric problems (Q1695748) (← links)
• Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
• Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
• Testing for structural breaks in factor copula models (Q1739863) (← links)
• Testing for common breaks in a multiple equations system (Q1745616) (← links)
• Testing for parameter instability in predictive regression models (Q1745619) (← links)
• Ecological change points: the strength of density dependence and the loss of history (Q1750175) (← links)
• Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
• Emerging markets in the global economic network: real(ly) decoupling? (Q1782571) (← links)
• Nonlinear joint dynamics between prices of crude oil and refined products (Q1783278) (← links)
• Score test for parameter change in Poisson autoregressive models (Q1786737) (← links)
• On testing for structural break of coefficients in factor-augmented regression models (Q1786799) (← links)
• Long memory interdependency and inefficiency in bitcoin markets (Q1787569) (← links)
• Fundamentals, regime shifts, and dollar behavior in the 1980s (Q1804597) (← links)
• GLS detrending, efficient unit root tests and structural change. (Q1810676) (← links)
• An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677) (← links)
• Structural change tests for simulated method of moments. (Q1810680) (← links)
• Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
• External bootstrap tests for parameter stability. (Q1858954) (← links)