The following pages link to (Q4489932):
Displaying 10 items.
- When bubbles burst: econometric tests based on structural breaks (Q379933) (← links)
- Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
- A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model (Q2344884) (← links)
- Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
- Inference on a structural break in trend with fractionally integrated errors (Q2815049) (← links)
- Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares (Q3192404) (← links)
- Generic consistency of the break-point estimators under specification errors in a multiple-break model (Q3521276) (← links)
- Generic consistency of the break‐point estimator under specification errors (Q4439304) (← links)
- (Q4935655) (← links)
- Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models (Q5881081) (← links)
