Finite sample multivariate structural change tests with application to energy demand models (Q289215): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q3796553 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating and Testing Linear Models with Multiple Structural Changes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing For and Dating Common Breaks in Multivariate Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3365822 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interpretation and Use of Generalized Chow Tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Application of Wilks's Multivariate Outlier Test / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-sample simulation-based inference in VAR models with application to Granger causality testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation based finite and large sample tests in multivariate regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact tests for structural change in first-order dynamic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact Inference Methods for First-Order Autoregressive Distributed Lag Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation-based finite-sample tests for heteroskedasticity and ARCH effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modified Randomization Tests for Nonparametric Hypotheses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3730818 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for structural change in conditional models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Error of Forecast for Multivariate Regression Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measures of multivariate skewness and kurtosis with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5556138 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3719691 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact testing in multivariate regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5335742 / rank
 
Normal rank

Revision as of 01:31, 12 July 2024

scientific article
Language Label Description Also known as
English
Finite sample multivariate structural change tests with application to energy demand models
scientific article

    Statements

    Finite sample multivariate structural change tests with application to energy demand models (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    27 May 2016
    0 references
    structural stability
    0 references
    structural change
    0 references
    multivariate linear regression model
    0 references
    Monte Carlo test
    0 references
    exact test
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references