Pages that link to "Item:Q3421390"

The following pages link to Efficient Tests for General Persistent Time Variation in Regression Coefficients (Q3421390):

Displaying 26 items.

• Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
• Estimation and testing of Euler equation models with time-varying reduced-form coefficients (Q290971) (← links)
• Tests for changing mean with monotonic power (Q301955) (← links)
• Testing for factor loading structural change under common breaks (Q496159) (← links)
• Inference and prediction in a multiple-structural-break model (Q737962) (← links)
• Predictability of stock returns and asset allocation under structural breaks (Q737993) (← links)
• Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
• Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
• A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
• Testing for episodic predictability in stock returns (Q2116325) (← links)
• Variable selection in panel models with breaks (Q2323384) (← links)
• Exchange rate returns and external adjustment: evidence from Switzerland (Q2416193) (← links)
• Pre and post break parameter inference (Q2451770) (← links)
• Model comparisons in unstable environments (Q2812302) (← links)
• Parametric and semi-parametric efficient tests for parameter instability (Q2815046) (← links)
• Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
• Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (Q5095289) (← links)
• Testing for shifts in mean with monotonic power against multiple structural changes (Q5107439) (← links)
• Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
• A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models (Q5862488) (← links)
• On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (Q5864375) (← links)
• Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)
• Nonparametric modeling for the time-varying persistence of inflation (Q6172342) (← links)
• Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (Q6190740) (← links)
• Forecasting Macroeconomic Variables Under Model Instability (Q6616606) (← links)
• Local projections in unstable environments (Q6664645) (← links)