Differentiating between coefficient break and volatility break (Q2493771): Difference between revisions

@@ Property / MaRDI profile type @@
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+https://doi.org/10.1016/j.amc.2005.09.049
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+W1989440742
@@ Property / OpenAlex ID: W1989440742 / rank @@
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@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
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@@ Property / cites work @@
+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
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@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
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@@ Property / cites work @@
+A procedure for the modeling of non-stationary time series
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+A new look at the statistical model identification
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@@ links / mardi / name / links / mardi / name @@
+Publication:2493771