Estimating restricted structural change models (Q278183): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F03
@@ Property / Mathematics Subject Classification ID: 62F03 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6575911
@@ Property / zbMATH DE Number: 6575911 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+change-point
@@ Property / zbMATH Keywords: change-point / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+segmented regressions
@@ Property / zbMATH Keywords: segmented regressions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+break dates
@@ Property / zbMATH Keywords: break dates / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+hypothesis testing
@@ Property / zbMATH Keywords: hypothesis testing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+model selection
@@ Property / zbMATH Keywords: model selection / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2005.06.030
+Normal rank
@@ Property / OpenAlex ID @@
+W2014820345
@@ Property / OpenAlex ID: W2014820345 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
+Normal rank
@@ Property / cites work @@
+Optimal changepoint tests for normal linear regression
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Critical values for multiple structural change tests
+Normal rank
@@ Property / cites work @@
+Testing For and Dating Common Breaks in Multivariate Time Series
+Normal rank
@@ Property / cites work @@
+Matrix Analysis
@@ Property / cites work: Matrix Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q4344418
@@ Property / cites work: Q4344418 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4231779
@@ Property / cites work: Q4231779 / rank @@
+Normal rank
@@ Property / cites work @@
+The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
+Normal rank
@@ Property / cites work @@
+RECURSIVE RESIDUALS FOR MULTIVARIATE REGRESSION MODELS
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:278183