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.
- 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)
- Exchange rate pass-through, monetary policy, and real exchange rates: Iceland and the 2008 crisis (Q2083585) (← links)
- A change point analysis protocol for comparing intracellular transport by different molecular motor combinations (Q2092252) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Time series analysis of COVID-19 infection curve: a change-point perspective (Q2106384) (← links)
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
- The Bethe Hessian and information theoretic approaches for online change-point detection in network data (Q2121711) (← links)
- Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
- A comparison of single and multiple changepoint techniques for time series data (Q2129576) (← links)
- Block bootstrapping for a panel mean break test (Q2131936) (← links)
- Empirical likelihood for change point detection in autoregressive models (Q2131973) (← links)
- Stochastic models in the problems of predicting the epidemiological situation (Q2132081) (← links)
- Multiple change-points estimation in linear regression models via an adaptive Lasso expectile loss function (Q2156002) (← links)
- Estimating information cost functions in models of rational inattention (Q2173089) (← links)
- On change-point estimation under Sobolev sparsity (Q2180074) (← links)
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
- Relevant parameter changes in structural break models (Q2190210) (← links)
- BayesProject: fast computation of a projection direction for multivariate changepoint detection (Q2209729) (← links)
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
- Continuous-time switching regression method with unknown switching points (Q2215271) (← links)
- An approximate method of constructing a switching regression with unknown switch points (Q2215579) (← links)
- Bayesian estimation for threshold autoregressive model with multiple structural breaks (Q2221227) (← links)
- Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
- Estimating and testing high dimensional factor models with multiple structural changes (Q2224981) (← links)
- Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
- Impossible inference in econometrics: theory and applications (Q2227046) (← links)
- Oil prices and economic activity in BRICS and G7 countries (Q2228263) (← links)
- An up-to-date review of scan statistics (Q2233594) (← links)
- Time-varying instrumental variable estimation (Q2236874) (← links)
- Volatility in the stock market: ANN versus parametric models (Q2241108) (← links)
- Generalized linear-quadratic model with a change point due to a covariate threshold (Q2242889) (← links)