Pages that link to "Item:Q2343771"
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The following pages link to Modeling and testing smooth structural changes with endogenous regressors (Q2343771):
Displaying 18 items.
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- Time-varying model averaging (Q2024462) (← links)
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Time-varying instrumental variable estimation (Q2236874) (← links)
- Structural change estimation in time series regressions with endogenous variables (Q2345262) (← links)
- The European growth synchronization through crises and structural changes (Q2699594) (← links)
- Testing for smooth structural changes in time series models via nonparametric regression (Q2859083) (← links)
- Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures (Q4913920) (← links)
- Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
- Monitoring Parameter Constancy with Endogenous Regressors (Q5357990) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
- Time-varying forecast combination for high-dimensional data (Q6090590) (← links)
- Specification tests for time-varying coefficient models (Q6108274) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
- Multi-Threshold Structural Equation Model (Q6190334) (← links)
- Sieve bootstrap inference for linear time-varying coefficient models (Q6190946) (← links)
- Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)
