Pages that link to "Item:Q738024"
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The following pages link to Model selection criteria in multivariate models with multiple structural changes (Q738024):
Displaying 15 items.
- Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
- Model selection when there are multiple breaks (Q528000) (← links)
- Testing for common breaks in a multiple equations system (Q1745616) (← links)
- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search (Q1984867) (← links)
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Non-monotonic penalizing for the number of structural breaks (Q2259336) (← links)
- Multiple-model estimation with variable structure. II: Model-set adaptation (Q2730282) (← links)
- Structural breaks in time series (Q2852477) (← links)
- The Structure of Multivariate Models and the Range of Definition (Q2999086) (← links)
- Structural changes in multivariate regression models (Q3711526) (← links)
- Likelihood-ratio-based confidence sets for the timing of structural breaks (Q4586184) (← links)
- (Q5011448) (← links)
- Joint Selection of the Model and the Information Set in Heteroskedastic Dynamic Models (Q5290376) (← links)
- Estimating DNA methylation levels by joint modeling of multiple methylation profiles from microarray data (Q5739257) (← links)
- The asymptotic behaviour of the residual sum of squares in models with multiple break points (Q5864643) (← links)
