Pages that link to "Item:Q2859083"
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The following pages link to Testing for smooth structural changes in time series models via nonparametric regression (Q2859083):
Displaying 50 items.
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
- Rolling window selection for out-of-sample forecasting with time-varying parameters (Q341889) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- A new nonparametric stability test with an application to major Chinese macroeconomic time series (Q377925) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
- Restoring monotonic power in Wald/LM-type tests (Q498747) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- Inference of time-varying regression models (Q693729) (← links)
- Specification tests of calibrated option pricing models (Q888333) (← links)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
- Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
- Detecting structural changes under nonstationary volatility (Q1668529) (← links)
- Structural changes in large economic datasets: a nonparametric homogeneity test (Q1730159) (← links)
- Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- Semiparametric model for covariance regression analysis (Q2008100) (← links)
- Time-varying model averaging (Q2024462) (← links)
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- A time-varying diffusion index forecasting model (Q2208686) (← links)
- Time-varying instrumental variable estimation (Q2236874) (← links)
- On time-varying factor models: estimation and testing (Q2294514) (← links)
- Bahadur intercept with applications to one-sided testing (Q2306885) (← links)
- Modeling and testing smooth structural changes with endogenous regressors (Q2343771) (← links)
- Approximation of quasiperiodic signal phase trajectory using directional regression (Q2657897) (← links)
- Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666) (← links)
- Time-varying predictability of the long horizon equity premium based on semiparametric regressions (Q2695788) (← links)
- CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns (Q2852493) (← links)
- TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
- TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS (Q3453246) (← links)
- Efficient semiparametric estimation in time-varying regression models (Q4567920) (← links)
- Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
- Inference for Structural Breaks in Spatial Models (Q5041341) (← links)
- Trend following with momentum versus moving averages: a tale of differences (Q5139209) (← links)
- DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (Q5741626) (← links)
- Semiparametric transition models (Q5865519) (← 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)
- A practical multivariate approach to testing volatility spillover (Q6094458) (← links)
- Nonparametric testing for the specification of spatial trend functions (Q6097554) (← links)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
- Specification tests for time-varying coefficient models (Q6108274) (← links)
- Penalized time-varying model averaging (Q6108303) (← links)
- The distribution of rolling regression estimators (Q6108308) (← links)
- Time-varying multivariate causal processes (Q6118719) (← links)
