Implementing a class of structural change tests: an econometric computing approach (Q959387): Difference between revisions

@@ 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 Tests when a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Q4082864
@@ Property / cites work: Q4082864 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic inference under heteroskedasticity of unknown form
+Normal rank
@@ Property / cites work @@
+Beta Regression for Modelling Rates and Proportions
+Normal rank
@@ Property / cites work @@
+Tests For Constancy Of Model Parameters Over Time
@@ Property / cites work: Tests For Constancy Of Model Parameters Over Time / rank @@
+Normal rank
@@ Property / cites work @@
+Range vs. maximum in the OLS-based version of the CUSUM test
+Normal rank
@@ Property / cites work @@
+The generalized fluctuation test: A unifying view
@@ Property / cites work: The generalized fluctuation test: A unifying view / rank @@
+Normal rank
@@ Property / cites work @@
+Weighted Empirical Adaptive Variance Estimators for Correlated Data Regression
+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 @@
+The Cusum Test with Ols Residuals
@@ Property / cites work: The Cusum Test with Ols Residuals / rank @@
+Normal rank
@@ Property / cites work @@
+A trend-resistant test for structural change based on OLS residuals
+Normal rank
@@ Property / cites work @@
+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Alternative boundaries for CUSUM tests
@@ Property / cites work: Alternative boundaries for CUSUM tests / rank @@
+Normal rank
@@ Property / cites work @@
+Testing and dating of structural changes in practice
+Normal rank
@@ Property / DBLP publication ID @@
+journals/csda/Zeileis06
@@ Property / DBLP publication ID: journals/csda/Zeileis06 / rank @@
+Normal rank