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

@@ Property / DOI @@
-.1016/j.jeconom.2007.02.001
@@ Property / DOI: 10.1016/j.jeconom.2007.02.001 / rank @@
-Normal rank
@@ Property / OpenAlex ID @@
+W1973676482
@@ Property / OpenAlex ID: W1973676482 / 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 @@
+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
@@ Property / DOI @@
+.1016/J.JECONOM.2007.02.001
@@ Property / DOI: 10.1016/J.JECONOM.2007.02.001 / rank @@
+Normal rank