Pages that link to "Item:Q3156185"
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The following pages link to Least squares estimation and tests of breaks in mean and variance under misspecification (Q3156185):
Displaying 15 items.
- What is the globalisation of inflation? (Q1655663) (← links)
- Detecting structural changes under nonstationary volatility (Q1668529) (← links)
- Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
- Generic consistency of the break‐point estimator under specification errors (Q4439304) (← links)
- STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
- Testing for structural changes in linear regressions with time-varying variance (Q5077998) (← links)
- Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (Q5095289) (← links)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
- Variance estimates and hypothesis tests in least absolute value regression (Q5290885) (← links)
- Structural change tests under regression misspecifications. (Q5940800) (← links)
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
- Detecting changes in correlation networks with application to functional connectivity of fMRI data (Q6175696) (← links)
- Change point in variance of fractionally integrated noise (Q6579428) (← links)
