Change‐point monitoring in linear models (Q3422390): Difference between revisions

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+Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Testing For and Dating Common Breaks in Multivariate Time Series
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Critical values for multiple structural change tests
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Monitoring Structural Change
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+Tests of equal forecast accuracy and encompassing for nested models
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+The power of tests of predictive ability in the presence of structural breaks
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+Augmented GARCH\((p,q)\) process and its diffusion limit
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+An application of the maximum likelihood test to the change-point problem
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+Regression with Nonstationary Volatility
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+Testing for structural change in conditional models
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+Q3497067
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+Monitoring changes in linear models
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+Limit theorems for the union-intersection test
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+Testing for Structural Change in Dynamic Models
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+Robust out-of-sample inference
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+A new test for structural stability in the linear regression model
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+The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
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+Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
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