Pages that link to "Item:Q3375347"
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The following pages link to OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY (Q3375347):
Displaying 10 items.
- The power of tests of predictive ability in the presence of structural breaks (Q261880) (← links)
- Estimation and testing of Euler equation models with time-varying reduced-form coefficients (Q290971) (← links)
- Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach (Q2216411) (← links)
- Conditional predictive density evaluation in the presence of instabilities (Q2453081) (← links)
- Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold (Q2807735) (← links)
- Model comparisons in unstable environments (Q2812302) (← links)
- Lag length and mean break in stationary VAR models (Q4416014) (← links)
- ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY (Q5489150) (← links)
- Robust inference for predictability in smooth transition predictive regressions (Q5860894) (← links)
- Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model (Q6616607) (← links)
