Pages that link to "Item:Q3833416"
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The following pages link to Testing for the Constancy of Parameters Over Time (Q3833416):
Displayed 50 items.
- Tests of stationarity against a change in persistence (Q135904) (← links)
- Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Structural breaks with deterministic and stochastic trends (Q265106) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Confidence sets for the date of a single break in linear time series regressions (Q289210) (← 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)
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
- Generalized random forests (Q666599) (← links)
- Structural stability tests in the linear regression model when the regressors have roots local to unity (Q673201) (← links)
- Inference of time-varying regression models (Q693729) (← links)
- Investigating time-variation in the marginal predictive power of the yield spread (Q844643) (← links)
- The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (Q894875) (← links)
- Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
- Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm (Q959307) (← links)
- Implementing a class of structural change tests: an econometric computing approach (Q959387) (← links)
- Natural rate doubts (Q1017004) (← links)
- Drift and breaks in labor productivity (Q1027397) (← links)
- Which econometric specification to characterize the U.S. inflation rate process? (Q1038769) (← links)
- Initial conditions and stationarity tests (Q1046303) (← links)
- Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)
- Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
- Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564) (← links)
- Testing for structural change in conditional models (Q1580340) (← links)
- Tree-based varying coefficient regression for longitudinal ordinal responses (Q1663330) (← links)
- Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- Structural changes in the cointegrated vector autoregressive model (Q1810669) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- Optimal changepoint tests for normal linear regression (Q1906286) (← links)
- Structural change and unit roots (Q1909372) (← links)
- On the power of tests for superexogeneity and structural invariance (Q1915468) (← links)
- Tests of measurement invariance without subgroups: a generalization of classical methods (Q1940982) (← links)
- Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
- Forecasting volatility using combination across estimation windows: an application to S\&P500 stock market index (Q2045524) (← links)
- Analyzing cross-validation for forecasting with structural instability (Q2074617) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- Time-varying instrumental variable estimation (Q2236874) (← links)
- An omnibus test to detect time-heterogeneity in time series (Q2255926) (← links)
- Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach (Q2270553) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Numerical inversion methods for computing approximate \(p\)-values (Q2432015) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Testing, monitoring, and dating structural changes in exchange rate regimes (Q2445622) (← links)
- Numerical distribution functions for seasonal stability tests (Q2452775) (← links)
- Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators (Q2502150) (← links)
- Common time variation of parameters in reduced-form macroeconomic models (Q2691652) (← links)
- Parametric and Semi-Parametric Efficient Tests for Parameter Instability (Q2815046) (← links)