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.

• Linear Transformation Model With Parametric Covariate Transformations (Q5327298) (← links)
• Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300) (← links)
• STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) (← links)
• Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations (Q5421577) (← links)
• CUSUM of Squares‐Based Tests for a Change in Persistence (Q5430506) (← links)
• Finite sample behaviour of the level shift model using quasi-differenced data (Q5438726) (← links)
• Statistical Method for Detecting Structural Change in the Growth Process (Q5450453) (← links)
• How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
• Alternative Tests for Parameter Stability (Q5481624) (← links)
• ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY (Q5489150) (← links)
• A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals (Q5719302) (← links)
• TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565) (← links)
• Structural change tests for GEL criteria (Q5860890) (← links)
• Robust inference for predictability in smooth transition predictive regressions (Q5860894) (← links)
• Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)
• Improved confidence sets for the date of a structural break (Q5861031) (← links)
• Bootstrap tests for time varying cointegration (Q5862480) (← links)
• On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (Q5864375) (← links)
• Local power of panel unit root tests allowing for structural breaks (Q5864633) (← links)
• Estimating the locations and number of change points by the sample-splitting method (Q5928227) (← links)
• Change point estimation in regressions with \(I(d)\) variables. (Q5940733) (← links)
• Structural change tests under regression misspecifications. (Q5940800) (← links)
• Testing parameter constancy in models with infinite variance errors. (Q5941114) (← links)
• A nonlinear autoregressive conditional duration model with applications to financial transaction data (Q5944505) (← links)
• Tests of equal forecast accuracy and encompassing for nested models (Q5952027) (← links)
• Dangers of data mining: The case of calendar effects in stock returns (Q5952033) (← links)
• Testing the null of cointegration in the presence of a structural break (Q5958409) (← links)
• Present value model, heteroscedasticity and parameter stability tests (Q5958417) (← links)
• Endogenous thresholds and tests for asymmetry in US prime rate movements (Q5958686) (← links)
• Comments on: Some recent theory for autoregressive count time series (Q5970629) (← links)
• Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971367) (← links)
• Testing for changes in linear models using weighted residuals (Q6074726) (← links)
• A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
• Segmented Correspondence Curve Regression for Quantifying Covariate Effects on the Reproducibility of High-Throughput Experiments (Q6079712) (← links)
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
• Permutation‐based tests for discontinuities in event studies (Q6088790) (← links)
• Smooth transition simultaneous equation models (Q6106612) (← links)
• The distribution of rolling regression estimators (Q6108308) (← links)
• BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA (Q6115048) (← links)
• Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
• Score‐based measurement invariance checks for Bayesian maximum‐a‐posteriori estimates in item response theory (Q6127030) (← links)
• A nonparametric predictive regression model using partitioning estimators based on Taylor expansions (Q6135346) (← links)
• Clean energy consumption and economic growth in China: a time-varying analysis (Q6138248) (← links)
• HAC robust trend comparisons among climate series with possible level shifts (Q6139093) (← links)
• Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
• Likelihood ratio test for change in persistence (Q6164680) (← links)
• Change-point testing for parallel data sets with FDR control (Q6168912) (← links)
• Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 (Q6190678) (← links)
• Structural Breaks in Grouped Heterogeneity (Q6190688) (← links)
• Detection of Multiple Structural Breaks in Large Covariance Matrices (Q6190696) (← links)