Pages that link to "Item:Q4286520"
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The following pages link to Generalized Predictive Tests and Structural Change Analysis in Econometrics (Q4286520):
Displaying 11 items.
- Short run and long run causality in time series: inference (Q291702) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- Qualitative and asymptotic performance of SNP density estimators (Q1126496) (← links)
- Changes in seasonal patterns. Are they cyclical? (Q1342433) (← links)
- Structural change tests for simulated method of moments. (Q1810680) (← links)
- Exact tests for structural change in first-order dynamic models (Q1906287) (← links)
- The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment (Q1906299) (← links)
- Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
- Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares (Q3192404) (← links)
- TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)
- An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls (Q5881967) (← links)