Pages that link to "Item:Q528129"
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The following pages link to Estimation and inference in unstable nonlinear least squares models (Q528129):
Displaying 11 items.
- Conditional least squares estimation in nonstationary nonlinear stochastic regression models (Q847648) (← links)
- Empirical likelihood test in a posteriori change-point nonlinear model (Q889149) (← links)
- Modelling breaks and clusters in the steady states of macroeconomic variables (Q1623520) (← links)
- Time-varying instrumental variable estimation (Q2236874) (← links)
- Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data (Q2323195) (← links)
- Approximate p-values of certain tests involving hypotheses about multiple breaks (Q2870574) (← links)
- Real time change-point detection in a nonlinear quantile model (Q2986849) (← links)
- Efficient Estimation of the Parameter Path in Unstable Time Series Models (Q3065364) (← links)
- Nonlinear unbiased estimation in linear models<sup>†</sup> (Q4322918) (← links)
- The asymptotic behaviour of the residual sum of squares in models with multiple break points (Q5864643) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
