Pages that link to "Item:Q3142741"
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The following pages link to Tests for Parameter Instability and Structural Change With Unknown Change Point (Q3142741):
Displaying 50 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test (Q135901) (← links)
- Tests of stationarity against a change in persistence (Q135904) (← links)
- Modified tests for a change in persistence (Q135912) (← links)
- On tests for changes in persistence (Q135925) (← links)
- A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
- The power of tests of predictive ability in the presence of structural breaks (Q261880) (← links)
- A nonparametric test for changing trends (Q262832) (← links)
- Impact factors (Q265013) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Structural breaks with deterministic and stochastic trends (Q265106) (← links)
- Robust GMM tests for structural breaks (Q265111) (← links)
- Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- \(\tau\)-estimators of regression models with structural change of unknown location (Q269228) (← links)
- Estimating restricted structural change models (Q278183) (← links)
- Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases (Q278490) (← links)
- Selection of estimation window in the presence of breaks (Q278494) (← links)
- Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← 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)
- Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942) (← links)
- Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
- Short run and long run causality in time series: inference (Q291702) (← 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)
- Tests for changing mean with monotonic power (Q301955) (← links)
- Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096) (← links)
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- Changes in the output Euler equation and asset markets participation (Q311014) (← links)
- Rolling window selection for out-of-sample forecasting with time-varying parameters (Q341889) (← links)
- A new nonparametric stability test with an application to major Chinese macroeconomic time series (Q377925) (← links)
- A toolbox of permutation tests for structural change (Q379927) (← links)
- Empirical likelihood for break detection in time series (Q391854) (← links)
- Bayesian multiple structural change-points estimation in time series models with genetic algorithm (Q395906) (← links)
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- The equity premium: a deeper puzzle (Q481366) (← links)
- Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
- Testing for factor loading structural change under common breaks (Q496159) (← links)
- Restoring monotonic power in Wald/LM-type tests (Q498747) (← links)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- Robust bent line regression (Q514183) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- Powerful tests for structural changes in volatility (Q528175) (← links)
- Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
- Self-similarity in financial markets: a fractionally integrated approach (Q611788) (← links)
- Modified tests for variance changes in autoregressive regression (Q632729) (← links)
