Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881): Difference between revisions

@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
+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 @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for threshold autoregression
@@ Property / cites work: Testing for threshold autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Q4272484
@@ Property / cites work: Q4272484 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
+Normal rank
@@ Property / cites work @@
+Q3486695
@@ Property / cites work: Q3486695 / rank @@
+Normal rank
@@ Property / cites work @@
+Limiting properties of the least squares estimator of a continuous threshold autoregressive model
+Normal rank
@@ Property / cites work @@
+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
+Normal rank
@@ Property / cites work @@
+Testing for a change in the parameter values and order of an autoregressive model
+Normal rank
@@ Property / cites work @@
+Threshold effects in non-dynamic panels: Estimation, testing, and inference
+Normal rank
@@ Property / cites work @@
+Sample Splitting and Threshold Estimation
@@ Property / cites work: Sample Splitting and Threshold Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+The maximum likelihood method for testing changes in the parameters of normal observations
+Normal rank
@@ Property / cites work @@
+Detecting Changes in Linear Regressions
@@ Property / cites work: Detecting Changes in Linear Regressions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3502474
@@ Property / cites work: Q3502474 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for change points in time series models and limiting theorems for NED sequences
+Normal rank
@@ Property / cites work @@
+Testing for a linear MA model against threshold MA models
+Normal rank
@@ Property / cites work @@
+Convergence of stochastic processes
@@ Property / cites work: Convergence of stochastic processes / rank @@
+Normal rank
@@ Property / cites work @@
+Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
+Normal rank
@@ Property / cites work @@
+Threshold models in non-linear time series analysis
+Normal rank
@@ Property / cites work @@
+Q3928091
@@ Property / cites work: Q3928091 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing and Modeling Threshold Autoregressive Processes
+Normal rank
@@ Property / cites work @@
+Testing for threshold autoregression with conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Q4947010
@@ Property / cites work: Q4947010 / rank @@
+Normal rank