Pages that link to "Item:Q1418609"
From MaRDI portal
The following pages link to Estimating break points in a time series regression with structural changes (Q1418609):
Displaying 6 items.
- Strong convergence rate of robust estimator of change point (Q991162) (← links)
- Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
- Monitoring unit root and multiple structural changes: An information criterion approach (Q2490480) (← links)
- A weighted symmetric cointegration test (Q3518408) (← links)
- Estimation of structural mean breaks for long-memory data sets (Q4600788) (← links)
- (Q4935655) (← links)