Pages that link to "Item:Q2106367"

The following pages link to Testing for parameter instability and structural change in persistent predictive regressions (Q2106367):

Displaying 7 items.

• A new test for structural stability in the linear regression model (Q1118297) (← links)
• Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) (← links)
• Testing for parameter instability in predictive regression models (Q1745619) (← links)
• Tests for Parameter Instability and Structural Change With Unknown Change Point (Q3142741) (← links)
• CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
• Nonparametric testing for long-horizon predictability with persistent covariates (Q5419470) (← links)
• Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (Q6190740) (← links)