Pages that link to "Item:Q4530902"
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The following pages link to Estimating and Testing Linear Models with Multiple Structural Changes (Q4530902):
Displaying 50 items.
- Confidence distributions for change-points and regime shifts (Q1698991) (← links)
- Threshold regression with endogeneity (Q1706444) (← links)
- Consistent change-point detection with kernels (Q1711585) (← links)
- Autoregressive prediction with rolling mechanism for time series forecasting with small sample size (Q1718683) (← links)
- ArCo: an artificial counterfactual approach for high-dimensional panel time-series data (Q1739593) (← links)
- Testing for common breaks in a multiple equations system (Q1745616) (← links)
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- Ecological change points: the strength of density dependence and the loss of history (Q1750175) (← links)
- Multiscale blind source separation (Q1750285) (← links)
- Efficient estimation with time-varying information and the New Keynesian Phillips curve (Q1753060) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
- On testing for structural break of coefficients in factor-augmented regression models (Q1786799) (← links)
- Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
- Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
- Constructing a switching regression with unknown switching points (Q1795511) (← links)
- Change-point detection in multinomial data with a large number of categories (Q1800792) (← links)
- Structural changes in the cointegrated vector autoregressive model (Q1810669) (← links)
- Operational time of the Korea stock markets (Q1853650) (← links)
- Unit root tests with a break in innovation variance. (Q1858958) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (Q1871315) (← links)
- Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
- Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
- Recursive computation of piecewise constant volatilities (Q1927142) (← links)
- An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks (Q1934075) (← links)
- An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models (Q1934285) (← links)
- Forecasting long memory time series when occasional breaks occur (Q1934693) (← links)
- Characteristics, covariances, and structural breaks (Q1934831) (← links)
- Moving ratio test for multiple changes in persistence (Q1936583) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823) (← links)
- Estimating networks with jumps (Q1950892) (← links)
- Nonparametric inference on structural breaks (Q1973431) (← links)
- Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search (Q1984867) (← links)
- Deviations from rules-based policy and their effects (Q1991970) (← links)
- Heterogeneous response of disaggregate inflation to monetary policy regime change: the role of price stickiness (Q1994284) (← links)
- Do TFP and the relative price of investment share a common I(1) component? (Q1994606) (← links)
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- Learning about banks' net worth and the slow recovery after the financial crisis (Q2007864) (← links)
- Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
- Inference after estimation of breaks (Q2043254) (← links)
- A Kalman particle filter for online parameter estimation with applications to affine models (Q2046297) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- A Bayesian piecewise linear model for the detection of breakpoints in housing prices (Q2070663) (← links)
- The long memory HEAVY process: modeling and forecasting financial volatility (Q2070693) (← links)
- A wavelet method for panel models with jump discontinuities in the parameters (Q2074601) (← links)
- Analyzing cross-validation for forecasting with structural instability (Q2074617) (← links)
- Detecting multiple generalized change-points by isolating single ones (Q2075028) (← links)