Pages that link to "Item:Q5726160"
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The following pages link to The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes (Q5726160):
Displaying 50 items.
- Evolutionary computation of a deterministic switching regressions estimator (Q1775952) (← links)
- Fundamentals, regime shifts, and dollar behavior in the 1980s (Q1804597) (← links)
- A Bayesian analysis of generalized threshold autoregressive models (Q1807914) (← links)
- A state-space approach to polygonal line regression (Q1817391) (← links)
- The specification of multi-market disequilibrium econometric models (Q1819523) (← links)
- Estimating the locations of multiple change points in the mean (Q1855640) (← links)
- Special issue: Long memory and nonlinear time series. Selected papers of a conference, Cardiff, UK, July 9--11, 2000 (Q1863673) (← links)
- Detecting a change in the intercept in multiple regression (Q1892116) (← links)
- M-type estimators of regression function with applications (Q1907901) (← links)
- A comparison of estimators for regression models with change points (Q1927289) (← links)
- Jump estimation in inverse regression (Q1952028) (← links)
- Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
- Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model (Q2015643) (← links)
- On the multisource hyperplanes location problem to fitting set of points (Q2027036) (← links)
- Latent segmentation of urban space through residential location choice (Q2031254) (← links)
- Model transform and local parameters. Application to instantaneous attractors (Q2113093) (← links)
- A bent line Tobit regression model with application to household financial assets (Q2156806) (← links)
- The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence (Q2227427) (← links)
- Generalized linear-quadratic model with a change point due to a covariate threshold (Q2242889) (← links)
- Reliability for discrete state systems with cyclic missions periods (Q2281839) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Application of the bootstrap method for change points analysis in generalized linear models (Q2329867) (← links)
- Estimators in step regression models (Q2348326) (← links)
- Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model (Q2358467) (← links)
- A note on estimating the bent line quantile regression model (Q2358937) (← links)
- Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101) (← links)
- Optimal insurance in a changing economy (Q2438339) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Asymptotics of M-estimators in two-phase linear regression models. (Q2574536) (← links)
- A hidden Markov regime-switching smooth transition model (Q2691768) (← links)
- Bent Line Quantile Regression with Application to an Allometric Study of Land Mammals' Speed and Mass (Q3008883) (← links)
- Martingale Representation and Admissible Portfolio Process with Regime Switching (Q3081441) (← links)
- Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
- A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
- Option Pricing and Filtering with Hidden Markov-Modulated Pure-Jump Processes (Q3176516) (← links)
- Econometric Causality (Q3182007) (← links)
- The Mixturegram: A Visualization Tool for Assessing the Number of Components in Finite Mixture Models (Q3391089) (← links)
- Change‐point monitoring in linear models (Q3422390) (← links)
- A sequential procedure for determining the number of regimes in a threshold autoregressive model (Q3422395) (← links)
- Simulation experiments on the performance of structural change tests in cointegration (Q3527722) (← links)
- Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model (Q3532745) (← links)
- Bayesian prediction of the number of change points in the piecewise linear model (Q3598309) (← links)
- Test auf Gleichheit von Regressionskoeffizienten: Einige Erweiterungen (Q3908338) (← links)
- Econometric disequilibrium models<sup>∗</sup> (Q3953064) (← links)
- Residuals in tests for adequacy of regression relationships (Q4170108) (← links)
- Adjustment rules based on quality control charts† (Q4204983) (← links)
- Testing for a change point in linear regression models (Q4216799) (← links)
- Bayesian analysis for a change in the intercept of simple linear regression (Q4275135) (← links)
- Two-phase regression with nonhomogeneous errors (Q4275792) (← links)
- Estimators for the Time of Change in Linear Models (Q4344164) (← links)
