Confidence sets for the date of a single break in linear time series regressions (Q289210): Difference between revisions

@@ Property / author @@
-Graham Elliott
@@ Property / author: Graham Elliott / rank @@
-Normal rank
@@ Property / author @@
+Graham Elliott
@@ Property / author: Graham Elliott / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F03
@@ Property / Mathematics Subject Classification ID: 62F03 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F25
@@ Property / Mathematics Subject Classification ID: 62F25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6586846
@@ Property / zbMATH DE Number: 6586846 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+test inversion
@@ Property / zbMATH Keywords: test inversion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+coverage control
@@ Property / zbMATH Keywords: coverage control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+locally best test
@@ Property / zbMATH Keywords: locally best test / rank @@
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+MaRDI publication profile
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@@ Property / OpenAlex ID @@
+W1973676482
@@ Property / OpenAlex ID: W1973676482 / rank @@
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@@ 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 @@
+End-of-Sample Instability Tests
@@ Property / cites work: End-of-Sample Instability Tests / rank @@
+Normal rank
@@ Property / cites work @@
+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
+Normal rank
@@ Property / cites work @@
+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Optimal changepoint tests for normal linear regression
+Normal rank
@@ Property / cites work @@
+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
+Normal rank
@@ Property / cites work @@
+Likelihood ratio tests for multiple structural changes
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Econometric Theory and Practice
@@ Property / cites work: Econometric Theory and Practice / rank @@
+Normal rank
@@ Property / cites work @@
+Testing For and Dating Common Breaks in Multivariate Time Series
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
+Normal rank
@@ Property / cites work @@
+Q4494125
@@ Property / cites work: Q4494125 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for the Presence of a Random Walk in Series with Structural Breaks
+Normal rank
@@ Property / cites work @@
+Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
+Normal rank
@@ Property / cites work @@
+Efficient Tests for General Persistent Time Variation in Regression Coefficients
+Normal rank
@@ Property / cites work @@
+OPTIMAL SIMILAR TESTS FOR STRUCTURAL CHANGE FOR THE LINEAR  REGRESSION MODEL
+Normal rank
@@ Property / cites work @@
+Sample Splitting and Threshold Estimation
@@ Property / cites work: Sample Splitting and Threshold Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Testing a Sequence of Observations for a Shift in Location
+Normal rank
@@ Property / cites work @@
+Inference about the change-point in a sequence of random variables
+Normal rank
@@ Property / cites work @@
+Cube root asymptotics
@@ Property / cites work: Cube root asymptotics / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for stationarity with a break
@@ Property / cites work: Testing for stationarity with a break / rank @@
+Normal rank
@@ Property / cites work @@
+Q3747485
@@ Property / cites work: Q3747485 / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
+Normal rank
@@ Property / cites work @@
+Size and power of tests of stationarity in highly autocorrelated time series
+Normal rank
@@ Property / cites work @@
+Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Testing for the Constancy of Parameters Over Time
@@ Property / cites work: Testing for the Constancy of Parameters Over Time / rank @@
+Normal rank
@@ Property / cites work @@
+Length of Confidence Intervals
@@ Property / cites work: Length of Confidence Intervals / rank @@
+Normal rank
@@ Property / cites work @@
+Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
+Normal rank
@@ Property / cites work @@
+Confidence regions and tests for a change-point in a sequence of exponential family random variables
+Normal rank
@@ Property / cites work @@
+Q3677001
@@ Property / cites work: Q3677001 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:289210