Pages that link to "Item:Q3279708"
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The following pages link to Tests of Equality Between Sets of Coefficients in Two Linear Regressions (Q3279708):
Displaying 50 items.
- Stabilizing Variable Selection and Regression (Q104197) (← links)
- Selection of estimation window in the presence of breaks (Q278494) (← links)
- Exogeneity in structural equation models (Q291716) (← links)
- Time-series estimation of the effects of natural experiments (Q291869) (← links)
- Transfer entropy expressions for a class of non-Gaussian distributions (Q294280) (← links)
- The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis (Q320972) (← links)
- Detecting difference between coefficients in linear model using jackknife empirical likelihood (Q328099) (← links)
- The independence of tests for structural change in regression models (Q374833) (← links)
- A note on testing for structural change in a single equation belonging to a simultaneous system (Q374860) (← links)
- A large-sample Chow test for the linear simultaneous equation (Q375134) (← 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)
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
- An empirical likelihood inference for the coefficient difference of a two-sample linear model with missing response data (Q457056) (← links)
- Common breaks in means and variances for panel data (Q530972) (← links)
- Detecting multiple outliers with an application to R \& D productivity (Q583821) (← links)
- Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
- Modified tests for variance changes in autoregressive regression (Q632729) (← links)
- Changes in seasonal patterns (Q671898) (← links)
- Detection of changes in non-linear dynamics for time series based on the theory of \(\mathrm{KM}_2 \mathrm O\)-Langevin equations (Q692040) (← links)
- Inference of time-varying regression models (Q693729) (← links)
- Hedging effectiveness of stock index futures (Q704076) (← links)
- Mountain \(c\)-regressions method (Q733141) (← links)
- Alternative procedures and associated tests of significance for non- nested hypotheses (Q789139) (← links)
- A FORTRAN program for time-varying linear regression via flexible least squares (Q804198) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- Structural change models with an application in cryogenic thermometry (Q812065) (← links)
- The choice of time interval in seasonal adjustment: a heuristic approach (Q849869) (← links)
- Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216) (← links)
- U.S. money demand instability. A flexible least squares approach (Q921824) (← links)
- Specification errors and the Chow test. An alternative view (Q921842) (← links)
- Detecting multiple mean breaks at unknown points in official time series (Q929718) (← links)
- Cluster analysis of panel data sets using non-standard optimisation of information criteria (Q956563) (← links)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
- An empirical likelihood-based method for comparison of treatment effects-test of equality of coefficients in linear models (Q962357) (← links)
- Testing homogeneity of variance or expected value in sequence of independent normal distribu\-tions (Q970474) (← links)
- The drivers of citations in management science journals (Q976462) (← links)
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
- Distance-based discriminant analysis method and its applications (Q1008946) (← links)
- Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
- Recursive stability analysis of linear regression relationships. An exploratory methodology (Q1051384) (← links)
- Empirical modeling in dynamic econometrics (Q1083014) (← links)
- Prediction tests in limited dependent variable models (Q1104020) (← links)
- A nonparametric test for poolability using panel data (Q1126479) (← links)
- Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model (Q1162096) (← links)
- A reply to Professors Maasoumi and Phillips (Q1173370) (← links)
- Some consequences of using the Chow tests in the context of autocorrelated disturbances (Q1206323) (← links)
- A Markov model for switching regressions (Q1212765) (← links)
- Some comparisons of tests for a shift in the slopes of a multivariate linear time series model (Q1222493) (← links)
- A Bayesian test of the product cycle hypothesis applied to Japanese crude steel production (Q1229546) (← links)
