Pages that link to "Item:Q5091826"
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The following pages link to Testing for structural change under non‐stationary variances (Q5091826):
Displaying 20 items.
- A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950) (← links)
- Powerful tests for structural changes in volatility (Q528175) (← links)
- Bootstrap tests for structural change with infinite variance observations (Q731938) (← links)
- Detecting structural changes under nonstationary volatility (Q1668529) (← links)
- Quantifying the data-dredging bias in structural break tests (Q2122806) (← links)
- Power monotonicity in detecting volatility levels change (Q2446476) (← links)
- Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models (Q2980079) (← links)
- Tests for Parameter Instability and Structural Change With Unknown Change Point (Q3142741) (← links)
- Variance estimators in the chu‐white test for structural change (Q4232104) (← links)
- Detecting structural change with heteroskedasticity (Q4595835) (← 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)
- Testing for variance changes in autoregressive models with unknown order (Q5124813) (← links)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Testing explosive bubbles with time-varying volatility (Q5860962) (← links)
- A new limit result in change point analysis (Q5875212) (← links)
- Inference in functional factor models with applications to yield curves (Q6134635) (← links)
- Testing Stability in Functional Event Observations with an Application to IPO Performance (Q6190737) (← links)
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (Q6190740) (← links)