Pages that link to "Item:Q2276169"
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The following pages link to Detection of structural breaks in a time-varying heteroskedastic regression model (Q2276169):
Displaying 13 items.
- Bayesian multiple structural change-points estimation in time series models with genetic algorithm (Q395906) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
- Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
- Bayesian inference of multiple structural change models with asymmetric GARCH errors (Q2062347) (← links)
- Bayesian estimation for threshold autoregressive model with multiple structural breaks (Q2221227) (← links)
- Real time detection of structural breaks in GARCH models (Q2445715) (← links)
- Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification (Q2691650) (← links)
- (Q4489932) (← links)
- On hysteretic vector autoregressive model with applications (Q5107318) (← links)
- On double hysteretic heteroskedastic model (Q5222509) (← links)
- Detection of Multiple Structural Breaks in Multivariate Time Series (Q5367389) (← links)
- Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models (Q5881081) (← links)
