Pages that link to "Item:Q2345262"
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The following pages link to Structural change estimation in time series regressions with endogenous variables (Q2345262):
Displaying 9 items.
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- Bootstrapping structural change tests (Q2280577) (← links)
- Modeling and testing smooth structural changes with endogenous regressors (Q2343771) (← links)
- A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS (Q2878815) (← links)
- Implied Volatility Surface Estimation via Quantile Regularization (Q5141229) (← links)
- Shrinkage estimation of multiple threshold factor models (Q6108331) (← links)
- Multi-Threshold Structural Equation Model (Q6190334) (← links)