Pages that link to "Item:Q3142741"
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The following pages link to Tests for Parameter Instability and Structural Change With Unknown Change Point (Q3142741):
Displayed 50 items.
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Testing for stationarity with a break (Q1867712) (← links)
- What is an oil shock? (Q1869862) (← links)
- Recent developments in the econometrics of structural change (Q1906284) (← links)
- Optimal changepoint tests for normal linear regression (Q1906286) (← links)
- The effect of linear filters on dynamic time series with structural change (Q1906288) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures (Q1906295) (← links)
- The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment (Q1906299) (← links)
- Structural change and unit roots (Q1909372) (← links)
- Testing for structural breaks in cointegrated relationships (Q1915456) (← links)
- On the power of tests for superexogeneity and structural invariance (Q1915468) (← links)
- Optimal inferences for proportional hazards model with parametric covariate transformations (Q1926000) (← links)
- Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
- A comparison of estimators for regression models with change points (Q1927289) (← links)
- A robust bootstrap test under heteroskedasticity (Q1927317) (← links)
- Testing for causality in variance in the presence of breaks (Q1928692) (← links)
- A note on tests of partial parameter stability in the cointegrated system (Q1934806) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Tests of measurement invariance without subgroups: a generalization of classical methods (Q1940982) (← links)
- Testing for a break at an unknown change-point: A test with known size in small samples (Q1960343) (← links)
- Detection of change in persistence of a linear time series (Q1971788) (← links)
- Nonparametric inference on structural breaks (Q1973431) (← links)
- Detection of structural breaks in a time-varying heteroskedastic regression model (Q2276169) (← links)
- Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
- Covariance changes detection in multivariate time series (Q2433827) (← links)
- Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth (Q2457783) (← links)
- Testing for contagion in ASEAN exchange rates (Q2486199) (← links)
- Differentiating between coefficient break and volatility break (Q2493771) (← links)
- Asymptotics for estimation and testing procedures under loss of identifiability (Q2581509) (← links)
- Testing for change points in time series models and limiting theorems for NED sequences (Q2642747) (← links)
- (Q2701876) (← links)
- Semi-Sequential One-Shot Monitoring of Small Disorders With Controlled Type I Error Rate (Q2786273) (← links)
- WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (Q2847584) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Testing for parameter constancy in non-Gaussian time series (Q2852478) (← links)
- TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)
- Nowcasting from disaggregates in the face of location shifts (Q3065504) (← links)
- Testing for the usefulness of forecasts (Q3088164) (← links)
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
- TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (Q3100979) (← links)
- ADL tests for threshold cointegration (Q3103180) (← links)
- Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675) (← links)
- PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION (Q3168875) (← links)
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (Q3181959) (← links)
- Detecting level shifts in ARMA-GARCH (1,1) Models (Q3184487) (← links)
- ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST (Q3224043) (← links)
- OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY (Q3375347) (← links)
- BUSINESS FAILURES AND MACROECONOMIC FACTORS IN THE UK (Q3393942) (← links)
- LEARNING, THE FORWARD PREMIUM PUZZLE, AND MARKET EFFICIENCY (Q3397762) (← links)