Factor-driven two-regime regression (Q820823): Difference between revisions

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+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Inferential Theory for Factor Models of Large Dimensions
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+Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
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+Best subset selection via a modern optimization lens
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+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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+Forecasting with factor-augmented regression: a frequentist model averaging approach
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+Large Covariance Estimation by Thresholding Principal Orthogonal Complements
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+Bootstrapping factor-augmented regression models
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+Bootstrapping factor models with cross sectional dependence
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+The bootstrap and Edgeworth expansion
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+Inference in TAR Models
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+Sample Splitting and Threshold Estimation
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+Q3745052
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+The effect of long-range dependence on change-point estimators
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+Cube root asymptotics
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+On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
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+Fractals with point impact in functional linear regression
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+A Bernstein type inequality and moderate deviations for weakly dependent sequences
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+Global Identification in DSGE Models Allowing for Indeterminacy
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+Change-point in stochastic design regression and the bootstrap
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+A smoothed least squares estimator for threshold regression models
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+Local M-estimation with discontinuous criterion for dependent and limited observations
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+Q3999154
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+Weak convergence and empirical processes. With applications to statistics
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