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

@@ Property / author @@
-Q221859
@@ Property / author: Q221859 / rank @@
-Normal rank
@@ Property / author @@
-Allan G. Timmermann
@@ Property / author: Allan G. Timmermann / rank @@
-Normal rank
@@ Property / author @@
+Allan G. Timmermann
@@ Property / author: Allan G. Timmermann / 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.2006.03.010
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@@ Property / OpenAlex ID @@
+W2106019945
@@ Property / OpenAlex ID: W2106019945 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong rules for detecting the number of breaks in a time series
+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 @@
+Q4082864
@@ Property / cites work: Q4082864 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
+Normal rank
@@ Property / cites work @@
+Monitoring Structural Change
@@ Property / cites work: Monitoring Structural Change / rank @@
+Normal rank
@@ Property / cites work @@
+Tests of equal forecast accuracy and encompassing for nested models
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@@ Property / cites work @@
+The power of tests of predictive ability in the presence of structural breaks
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@@ Property / cites work @@
+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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@@ Property / cites work @@
+Q5474891
@@ Property / cites work: Q5474891 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5789645
@@ Property / cites work: Q5789645 / rank @@
+Normal rank
@@ Property / cites work @@
+Small sample properties of forecasts from autoregressive models under structural breaks
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@@ Property / cites work @@
+Forecasting Time Series Subject to Multiple Structural Breaks
+Normal rank
@@ Property / cites work @@
+A new test for structural stability in the linear regression model
+Normal rank
@@ Property / cites work @@
+Handbook of economic forecasting. Volume 1
@@ Property / cites work: Handbook of economic forecasting. Volume 1 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:278494