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.

• Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881) (← links)
• Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
• Size Distortion in the Analysis of Volatility and Covolatility Effects (Q2950560) (← links)
• Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model (Q2953278) (← links)
• Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
• A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY (Q2976208) (← links)
• SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
• TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)
• Nowcasting from disaggregates in the face of location shifts (Q3065504) (← links)
• Testing for the usefulness of forecasts (Q3088164) (← links)
• TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
• TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (Q3100979) (← links)
• ADL tests for threshold cointegration (Q3103180) (← links)
• Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675) (← links)
• PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION (Q3168875) (← links)
• SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (Q3181959) (← links)
• Detecting level shifts in ARMA-GARCH (1,1) Models (Q3184487) (← links)
• Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares (Q3192404) (← links)
• ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST (Q3224043) (← links)
• OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY (Q3375347) (← links)
• BUSINESS FAILURES AND MACROECONOMIC FACTORS IN THE UK (Q3393942) (← links)
• LEARNING, THE FORWARD PREMIUM PUZZLE, AND MARKET EFFICIENCY (Q3397762) (← links)
• Change‐point monitoring in linear models (Q3422390) (← links)
• A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
• TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS (Q3453252) (← links)
• Bayesian Unit Root Test for Time Series Models with Structural Breaks (Q3511924) (← links)
• Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective (Q3518454) (← links)
• Generic consistency of the break-point estimators under specification errors in a multiple-break model (Q3521276) (← links)
• Simulation experiments on the performance of structural change tests in cointegration (Q3527722) (← links)
• Generalized M‐fluctuation tests for parameter instability (Q3542549) (← links)
• Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529) (← links)
• RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA (Q3557552) (← links)
• SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL (Q3580631) (← links)
• Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change (Q3615086) (← links)
• Controlling Type-I Error Rate in Monitoring Structural Changes Using Partially Sequential Procedures (Q3625266) (← links)
• Some Rank-Based Two-Phase Procedures in Sequential Monitoring of Exchange Rate (Q3630047) (← links)
• AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK (Q3652617) (← links)
• TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619) (← links)
• Interpretation and Use of Generalized Chow Tests (Q3978160) (← links)
• Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
• Aggregate consumption functions for India: A cointegration analysis under structural changes, 1919-86 (Q4266321) (← links)
• Testing for structural change in cointegrated regression models: some comparisons and generalizations (Q4355154) (← links)
• Critical values for multiple structural change tests (Q4439299) (← links)
• 24-Hour realized volatilities and transatlantic volatility interdependence (Q4555087) (← links)
• COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY (Q4562545) (← links)
• CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS (Q4562551) (← links)
• The impact of multiple structural changes on mortality predictions (Q4575367) (← links)
• Likelihood-ratio-based confidence sets for the timing of structural breaks (Q4586184) (← links)
• Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment (Q4687660) (← links)
• A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS (Q4817435) (← links)