Pages that link to "Item:Q5093192"
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The following pages link to Non‐parametric detection and estimation of structural change (Q5093192):
Displaying 21 items.
- Testing structural change in time-series nonparametric regression models (Q660069) (← links)
- Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← 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)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Nonparametric inference on structural breaks (Q1973431) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
- Estimating change points in nonparametric time series regression models (Q2208375) (← links)
- Modeling and testing smooth structural changes with endogenous regressors (Q2343771) (← links)
- Estimation of technical change: direct semi/nonparametric approaches (Q2659971) (← links)
- Testing for distributional change in time series (Q2716438) (← links)
- Testing for smooth structural changes in time series models via nonparametric regression (Q2859083) (← links)
- Testing for structural changes in linear regressions with time-varying variance (Q5077998) (← links)
- Robust inference in semiparametric spatial-temporal models (Q5082698) (← links)
- Time-varying forecast combination for high-dimensional data (Q6090590) (← links)
- Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339) (← links)
- Sieve bootstrap inference for linear time-varying coefficient models (Q6190946) (← links)
- The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach (Q6620912) (← links)
- Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)
