Pages that link to "Item:Q1298466"
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The following pages link to Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466):
Displaying 11 items.
- Testing for constant variance in a linear model (Q90697) (← links)
- Test for randomness of the technology parameter in a stochastic frontier regression model (Q257563) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative (Q1113597) (← links)
- Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
- Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables (Q2066871) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
- Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
- Gaussian approximation for nonstationary time series with optimal rate and explicit construction (Q6656621) (← links)
