Pages that link to "Item:Q3833416"
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The following pages link to Testing for the Constancy of Parameters Over Time (Q3833416):
Displaying 36 items.
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- Reproducible Econometric Simulations (Q2870576) (← links)
- MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY (Q2886978) (← links)
- CUSUM Methods for Monitoring Structural Changes in Structural Equations (Q3007854) (← links)
- Tests of strict stationarity based on quantile indicators (Q3103198) (← links)
- OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY (Q3375347) (← links)
- Monitoring Structural Changes in Generalized Linear Models (Q3391838) (← links)
- Dynamic Copula-Based Markov Time Series (Q3526093) (← links)
- Generalized M‐fluctuation tests for parameter instability (Q3542549) (← links)
- The effects of additive outliers on the seasonal KPSS test: a Monte Carlo analysis (Q3589965) (← links)
- Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change (Q3615086) (← links)
- TESTING FOR TREND (Q3632372) (← links)
- ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM (Q4299034) (← links)
- Testing for structural change in cointegrated regression models: some comparisons and generalizations (Q4355154) (← links)
- On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability (Q4561856) (← links)
- TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION (Q4715811) (← links)
- The generalized fluctuation test: A unifying view (Q4853092) (← links)
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
- Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
- Testing for shifts in mean with monotonic power against multiple structural changes (Q5107439) (← links)
- Testing for variance changes in autoregressive models with unknown order (Q5124813) (← links)
- A Bayesian approach to inference about a change point model with application to DNA copy number experimental data (Q5124874) (← links)
- Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
- SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (Q5314884) (← links)
- Semiparametric score test for varying copula parameter in Markov time series (Q5402593) (← links)
- A comparison between tests for changes in the adjustment coefficients in cointegrated systems (Q5457920) (← links)
- Alternative Tests for Parameter Stability (Q5481624) (← links)
- A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals (Q5719302) (← links)
- Improved confidence sets for the date of a structural break (Q5861031) (← links)
- A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models (Q5862488) (← links)
- On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (Q5864375) (← links)
- Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
- Invariant tests for covariance structures in multivariate linear model (Q5933449) (← links)
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
- Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
- Autoregressive conditional betas (Q6193071) (← links)