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.

• The generalized fluctuation test: A unifying view (Q4853092) (← links)
• Detecting parameter shift in garch models (Q4853099) (← links)
• M-Procedures for Detection of Changes for Dependent Observations (Q4905901) (← links)
• Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean (Q4913918) (← links)
• NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
• A Nonparametric Test for Deviation from Randomness with Applications to Stock Market Index Data (Q4921591) (← links)
• On Testing Changes in Autoregressive Parameters of a VAR Model (Q4929183) (← links)
• Interventions in log-linear Poisson autoregression (Q4970959) (← links)
• Group LASSO for Structural Break Time Series (Q4975401) (← links)
• Bootstrap test for a structural break under possible heteroscedasticity (Q4976599) (← links)
• (Q5004052) (← links)
• (Q5011448) (← links)
• The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments (Q5014216) (← links)
• Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
• Dealing with Markov-switching parameters in quantile regression models (Q5055169) (← links)
• GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
• Testing and dating structural changes in copula-based dependence measures (Q5073383) (← links)
• Testing for structural changes in linear regressions with time-varying variance (Q5077998) (← links)
• Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS (Q5080135) (← links)
• Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
• A Survey on Time-Varying Copulas: Specification, Simulations, and Application (Q5080162) (← links)
• Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem (Q5080448) (← links)
• Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach (Q5080512) (← links)
• True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison (Q5080517) (← links)
• Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy (Q5080534) (← links)
• Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation (Q5080581) (← links)
• An evaluation of some methods used for determination of homogenous structural break point in mean of panel data (Q5083664) (← links)
• Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (Q5095289) (← links)
• A fast algorithm for short term electric load forecasting by a hidden semi-markov process (Q5107358) (← links)
• Testing for shifts in mean with monotonic power against multiple structural changes (Q5107439) (← links)
• Testing Fiscal Solvency in Macroeconomics (Q5114914) (← links)
• Estimating the Hurst parameter in financial time series via heuristic approaches (Q5123511) (← links)
• Detection of changes in a random financial sequence with a stable distribution (Q5123599) (← links)
• Optimal choice of sample fraction in univariate financial tail index estimation (Q5123676) (← links)
• Testing for covariate balance using quantile regression and resampling methods (Q5124967) (← links)
• (Q5125156) (← links)
• The change in real interest rate persistence in OECD countries: evidence from modified panel ratio tests (Q5130139) (← links)
• A Bayesian multiple structural change regression model with autocorrelated errors (Q5138116) (← links)
• Gaining insight with recursive partitioning of generalized linear models (Q5218867) (← links)
• Computational approximation of the likelihood ratio for testing the existence of change-points in a heteroscedastic series (Q5218881) (← links)
• Structural changes estimation for strongly dependent processes (Q5218917) (← links)
• Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies (Q5219968) (← links)
• Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
• Approximations to the<i>p</i>-values of tests for a change-point under non-standard conditions (Q5222416) (← links)
• Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
• Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)
• Quantile regression estimates and the analysis of structural breaks (Q5247938) (← links)
• Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
• Bootstrap LR tests of stationarity, common trends and cointegration (Q5300820) (← links)
• TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)