Pages that link to "Item:Q1745619"
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The following pages link to Testing for parameter instability in predictive regression models (Q1745619):
Displaying 22 items.
- A new test for structural stability in the linear regression model (Q1118297) (← links)
- Approximate \(p\)-values of predictive tests for structural stability (Q1292328) (← links)
- Testing for structural change in conditional models (Q1580340) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Analyzing cross-validation for forecasting with structural instability (Q2074617) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Testing for episodic predictability in stock returns (Q2116325) (← links)
- Bootstrapping structural change tests (Q2280577) (← links)
- Parametric and semi-parametric efficient tests for parameter instability (Q2815046) (← links)
- TESTING THE STABILITY OF REGRESSION COEFFICIENTS USING GENERALIZED RECURSIVE RESIDUALS (Q3210725) (← links)
- Efficient Tests for General Persistent Time Variation in Regression Coefficients (Q3421390) (← links)
- Generalized M‐fluctuation tests for parameter instability (Q3542549) (← links)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
- Alternative Tests for Parameter Stability (Q5481624) (← links)
- Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)
- Extensions to IVX methods of inference for return predictability (Q6090572) (← links)
- Robust inference with stochastic local unit root regressors in predictive regressions (Q6108267) (← links)
- The distribution of rolling regression estimators (Q6108308) (← links)
- Semi-parametric single-index predictive regression models with cointegrated regressors (Q6193026) (← links)
- Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model (Q6586903) (← links)
- A Bootstrap Stationarity Test for Predictive Regression Invalidity (Q6634886) (← links)
