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.
- Change‐point monitoring in linear models (Q3422390) (← links)
- A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
- TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS (Q3453252) (← links)
- Bayesian Unit Root Test for Time Series Models with Structural Breaks (Q3511924) (← links)
- Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective (Q3518454) (← links)
- Generic consistency of the break-point estimators under specification errors in a multiple-break model (Q3521276) (← links)
- Simulation experiments on the performance of structural change tests in cointegration (Q3527722) (← links)
- Generalized M‐fluctuation tests for parameter instability (Q3542549) (← links)
- Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529) (← links)
- RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA (Q3557552) (← links)
- SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL (Q3580631) (← links)
- Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change (Q3615086) (← links)
- Controlling Type-I Error Rate in Monitoring Structural Changes Using Partially Sequential Procedures (Q3625266) (← links)
- Some Rank-Based Two-Phase Procedures in Sequential Monitoring of Exchange Rate (Q3630047) (← links)
- AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK (Q3652617) (← links)
- TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619) (← links)
- Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
- Aggregate consumption functions for India: A cointegration analysis under structural changes, 1919-86 (Q4266321) (← links)
- Testing for structural change in cointegrated regression models: some comparisons and generalizations (Q4355154) (← links)
- A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS (Q4817435) (← links)
- The generalized fluctuation test: A unifying view (Q4853092) (← links)
- Detecting parameter shift in garch models (Q4853099) (← links)
- M-Procedures for Detection of Changes for Dependent Observations (Q4905901) (← links)
- Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean (Q4913918) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- A Nonparametric Test for Deviation from Randomness with Applications to Stock Market Index Data (Q4921591) (← links)
- On Testing Changes in Autoregressive Parameters of a VAR Model (Q4929183) (← links)
- Quantile regression estimates and the analysis of structural breaks (Q5247938) (← links)
- Bootstrap LR tests of stationarity, common trends and cointegration (Q5300820) (← links)
- TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)
- Linear Transformation Model With Parametric Covariate Transformations (Q5327298) (← links)
- Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300) (← links)
- STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) (← links)
- Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations (Q5421577) (← links)
- CUSUM of Squares‐Based Tests for a Change in Persistence (Q5430506) (← links)
- Finite sample behaviour of the level shift model using quasi-differenced data (Q5438726) (← links)
- Statistical Method for Detecting Structural Change in the Growth Process (Q5450453) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
- Alternative Tests for Parameter Stability (Q5481624) (← links)
- ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY (Q5489150) (← links)
- A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals (Q5719302) (← links)
- Estimating the locations and number of change points by the sample-splitting method (Q5928227) (← links)
- Change point estimation in regressions with \(I(d)\) variables. (Q5940733) (← links)
- Structural change tests under regression misspecifications. (Q5940800) (← links)
- Testing parameter constancy in models with infinite variance errors. (Q5941114) (← links)
- A nonlinear autoregressive conditional duration model with applications to financial transaction data (Q5944505) (← links)
- Tests of equal forecast accuracy and encompassing for nested models (Q5952027) (← links)
- Dangers of data mining: The case of calendar effects in stock returns (Q5952033) (← links)
- Testing the null of cointegration in the presence of a structural break (Q5958409) (← links)
- Present value model, heteroscedasticity and parameter stability tests (Q5958417) (← links)