Pages that link to "Item:Q3521276"
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The following pages link to Generic consistency of the break-point estimators under specification errors in a multiple-break model (Q3521276):
Displaying 11 items.
- Consistency of the least squares estimator in threshold regression with endogeneity (Q500582) (← links)
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Structural-break models under mis-specification: implications for forecasting (Q2354861) (← links)
- Estimation and inference of threshold regression models with measurement errors (Q2691748) (← links)
- Approximate p-values of certain tests involving hypotheses about multiple breaks (Q2870574) (← links)
- Least squares estimation and tests of breaks in mean and variance under misspecification (Q3156185) (← links)
- An Omnibus Test for Time Series Model<i>I</i>(<i>d</i>) (Q3616257) (← links)
- Generic consistency of the break‐point estimator under specification errors (Q4439304) (← links)
- STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
- Theory and Applications of TAR Model with Two Threshold Variables (Q5080144) (← links)
