Selection of estimation window in the presence of breaks (Q278494): Difference between revisions

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+Strong rules for detecting the number of breaks in a time series
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Optimal changepoint tests for normal linear regression
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Q4082864
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+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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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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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+Q5474891
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+Q5789645
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+Small sample properties of forecasts from autoregressive models under structural breaks
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+Forecasting Time Series Subject to Multiple Structural Breaks
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+A new test for structural stability in the linear regression model
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+Handbook of economic forecasting. Volume 1
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