Pages that link to "Item:Q2280577"
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The following pages link to Bootstrapping structural change tests (Q2280577):
Displaying 9 items.
- Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
- General linear hypotheses in a two-stage least squares estimation model (Q1189334) (← links)
- Testing for structural change in conditional models (Q1580340) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- A bootstrap test for jumps in financial economics (Q2343319) (← links)
- Bootstrap test for a structural break under possible heteroscedasticity (Q4976599) (← links)
- Multi-Threshold Structural Equation Model (Q6190334) (← links)
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (Q6190740) (← links)