Pages that link to "Item:Q660069"

The following pages link to Testing structural change in time-series nonparametric regression models (Q660069):

Displaying 35 items.

• A nonparametric test for changing trends (Q262832) (← links)
• Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
• Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
• Testing for parameter stability in quantile regression models (Q952875) (← links)
• Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← 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)
• Structural changes in large economic datasets: a nonparametric homogeneity test (Q1730159) (← links)
• Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
• Testing for changes in autocovariances of nonparametric time series models (Q1926538) (← links)
• A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
• Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
• Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
• Change point detection for nonparametric regression under strongly mixing process (Q2208376) (← links)
• An omnibus test to detect time-heterogeneity in time series (Q2255926) (← links)
• Change-point detection for the link function in a single-index model (Q2670772) (← links)
• Testing for distributional change in time series (Q2716438) (← links)
• Testing for smooth structural changes in time series models via nonparametric regression (Q2859083) (← links)
• Nonparametric comparison of several transformations of distribution functions (Q2863039) (← links)
• Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach (Q2868867) (← links)
• Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
• Test for change point detection in nonparametric regression model for time series (Q2990754) (← links)
• TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)
• TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
• THE CUSUM TESTS WITH NONPARAMETRIC REGRESSION RESIDUALS (Q4354740) (← links)
• Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
• Inference in Nonlinear Econometric Models with Structural Change (Q4733273) (← links)
• A weak convergence result for sequential empirical processes under weak dependence (Q5086477) (← links)
• Testing for structural change under non‐stationary variances (Q5091826) (← links)
• (Q5434028) (← links)
• An empirical-likelihood-based structural-change test for INAR processes (Q5887984) (← links)
• A consistent nonparametric test for the structure change in quantile regression (Q6047353) (← links)
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
• Multiple change-point detection for regression curves (Q6642540) (← links)