Pages that link to "Item:Q3142741"
From MaRDI portal
The following pages link to Tests for Parameter Instability and Structural Change With Unknown Change Point (Q3142741):
Displaying 50 items.
- An omnibus test to detect time-heterogeneity in time series (Q2255926) (← links)
- Detection of structural breaks in a time-varying heteroskedastic regression model (Q2276169) (← links)
- Bootstrapping structural change tests (Q2280577) (← links)
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach (Q2284384) (← links)
- On time-varying factor models: estimation and testing (Q2294514) (← links)
- Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
- Weighted-averaging estimator for possible threshold in segmented linear regression model (Q2317277) (← links)
- Variable selection in panel models with breaks (Q2323384) (← links)
- Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Structural change estimation in time series regressions with endogenous variables (Q2345262) (← links)
- Structural-break models under mis-specification: implications for forecasting (Q2354861) (← links)
- Detection of test speededness using change-point analysis (Q2364855) (← links)
- Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
- Hypothesis testing for regional quantiles (Q2411292) (← links)
- Covariance changes detection in multivariate time series (Q2433827) (← links)
- Testing for structural stability in the whole sample (Q2440388) (← links)
- An efficiency wage model for small firms: firm size and wages (Q2442571) (← links)
- Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
- Change point analysis of imprecise time series (Q2445523) (← links)
- Testing, monitoring, and dating structural changes in exchange rate regimes (Q2445622) (← links)
- Power monotonicity in detecting volatility levels change (Q2446476) (← links)
- Pre and post break parameter inference (Q2451770) (← links)
- A computational method for the detection of activation/deactivation patterns in biological signals with three levels of electric intensity (Q2452787) (← links)
- Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
- Adaptive forecasting in the presence of recent and ongoing structural change (Q2453078) (← links)
- Conditional predictive density evaluation in the presence of instabilities (Q2453081) (← links)
- Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth (Q2457783) (← links)
- Testing for contagion in ASEAN exchange rates (Q2486199) (← links)
- Differentiating between coefficient break and volatility break (Q2493771) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Asymptotics for estimation and testing procedures under loss of identifiability (Q2581509) (← links)
- Testing for change points in time series models and limiting theorems for NED sequences (Q2642747) (← links)
- Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors (Q2672925) (← links)
- Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand (Q2687874) (← links)
- Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666) (← links)
- Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models (Q2700525) (← links)
- Asymmetric dynamics between uncertainty and unemployment flows in the United States (Q2700534) (← links)
- On testing for a change-point in variance of normal distribution. (Q2701876) (← links)
- Semi-Sequential One-Shot Monitoring of Small Disorders With Controlled Type I Error Rate (Q2786273) (← links)
- Estimation of change-points in linear and nonlinear time series models (Q2801992) (← links)
- Model comparisons in unstable environments (Q2812302) (← links)
- Parametric and semi-parametric efficient tests for parameter instability (Q2815046) (← links)
- Inference on a structural break in trend with fractionally integrated errors (Q2815049) (← links)
- Improved tests for forecast comparisons in the presence of instabilities (Q2817311) (← links)
- Wald tests for detecting multiple structural changes in persistence (Q2847584) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Testing for parameter constancy in non-Gaussian time series (Q2852478) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- Approximate p-values of certain tests involving hypotheses about multiple breaks (Q2870574) (← links)
