Pages that link to "Item:Q4219770"
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The following pages link to Testing For and Dating Common Breaks in Multivariate Time Series (Q4219770):
Displaying 50 items.
- Testing for the cointegration rank when some cointegrating directions are changing (Q261903) (← links)
- Structural breaks with deterministic and stochastic trends (Q265106) (← links)
- Estimating restricted structural change models (Q278183) (← links)
- Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
- Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Estimator of a change point in single index models (Q477154) (← links)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- A CUSUM test for panel mean change detection (Q508105) (← links)
- Monitoring multivariate time series (Q511999) (← links)
- Common breaks in means and variances for panel data (Q530972) (← links)
- Estimating structural changes in regression quantiles (Q737902) (← links)
- Predictability of stock returns and asset allocation under structural breaks (Q737993) (← links)
- Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
- Natural rate doubts (Q1017004) (← links)
- A unifying framework for analysing common cyclical features in cointegrated time series (Q1020892) (← links)
- Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) (← links)
- A simple method of testing for cointegration subject to multiple regime changes (Q1607269) (← links)
- Testing for common breaks in a multiple equations system (Q1745616) (← links)
- Efficient estimation with time-varying information and the New Keynesian Phillips curve (Q1753060) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
- Unit root tests with a break in innovation variance. (Q1858958) (← links)
- Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (Q1871315) (← links)
- Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
- Do TFP and the relative price of investment share a common I(1) component? (Q1994606) (← links)
- Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
- Block bootstrapping for a panel mean break test (Q2131936) (← links)
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
- Variable selection in panel models with breaks (Q2323384) (← links)
- Covariance changes detection in multivariate time series (Q2433827) (← links)
- Testing for change points in time series models and limiting theorems for NED sequences (Q2642747) (← links)
- Estimation of change-points in linear and nonlinear time series models (Q2801992) (← links)
- Inference on a structural break in trend with fractionally integrated errors (Q2815049) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- Monitoring procedures to detect unit roots and stationarity (Q2886978) (← links)
- Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models (Q2980079) (← links)
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
- An I(2) cointegration model with piecewise linear trends (Q3018500) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (Q3100979) (← links)
- Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity (Q3168259) (← links)
- BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING (Q3377435) (← links)
- Change‐point monitoring in linear models (Q3422390) (← links)
- A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend (Q3422392) (← links)
