Pages that link to "Item:Q265111"
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The following pages link to Robust GMM tests for structural breaks (Q265111):
Displaying 8 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Tests for structural break in quantile regressions (Q1633260) (← links)
- Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
- Breakdown point theory for implied probability bootstrap (Q2895999) (← links)
- (Q2904118) (← links)
- Parameter instability in quantile regression (Q4970897) (← links)
- Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
- A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals (Q5719302) (← links)
