Pages that link to "Item:Q1580340"
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The following pages link to Testing for structural change in conditional models (Q1580340):
Displaying 50 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- The power of tests of predictive ability in the presence of structural breaks (Q261880) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
- Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- Tests for changing mean with monotonic power (Q301955) (← links)
- A toolbox of permutation tests for structural change (Q379927) (← links)
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- Testing a conditional form of exogeneity (Q608862) (← links)
- A nonparametric measure of heteroskedasticity (Q830680) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) (← links)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
- Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences (Q993276) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
- Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- Testing for two-regime threshold cointegration in vector error-correction models. (Q1858973) (← links)
- What is an oil shock? (Q1869862) (← links)
- On the power of tests for superexogeneity and structural invariance (Q1915468) (← links)
- Optimal inferences for proportional hazards model with parametric covariate transformations (Q1926000) (← links)
- A robust bootstrap test under heteroskedasticity (Q1927317) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- A note on the structural change test in highly parameterized psychometric models (Q2088928) (← links)
- Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
- Block bootstrapping for a panel mean break test (Q2131936) (← links)
- 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)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- Testing for unit roots in bounded time series (Q2511785) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
- A threshold mixed count time series model: estimation and application (Q2697080) (← links)
- Parametric and semi-parametric efficient tests for parameter instability (Q2815046) (← links)
- Structural breaks in time series (Q2852477) (← links)
- A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS (Q2878815) (← links)
- Unit roots: a selective review of the contributions of Peter C. B. Phillips (Q2878818) (← links)
- Testing for common trends in semi-parametric panel data models with fixed effects (Q2896000) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
