Pages that link to "Item:Q528000"
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The following pages link to Model selection when there are multiple breaks (Q528000):
Displaying 12 items.
- Variable selection in panel models with breaks (Q2323384) (← links)
- Testing for structural stability of factor augmented forecasting models (Q2451804) (← links)
- Unpredictability in economic analysis, econometric modeling and forecasting (Q2451813) (← links)
- Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
- Model selection in under-specified equations facing breaks (Q2511787) (← links)
- Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector (Q2691674) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen (Q2815580) (← links)
- (Q2971503) (← links)
- Misspecification Testing: Non-Invariance of Expectations Models of Inflation (Q5080460) (← links)
- MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY (Q5177925) (← links)
- The nexus between national and regional reporting of economic news: evidence from the United Kingdom and Scotland (Q6540710) (← links)