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.
- Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
- International capital flows and expectation-driven boom-bust cycles in the housing market (Q602976) (← links)
- Spurious regression (Q609686) (← links)
- Structural changes and unit roots in non-stationary time series (Q643410) (← links)
- A confidence interval test for the detection of structural breaks (Q647992) (← links)
- Estimating nonlinear regression with and without change-points by the LAD method (Q652600) (← links)
- Asymptotic distribution of the jump change-point estimator (Q692763) (← links)
- A flexible approach to parametric inference in nonlinear and time varying time series models (Q736695) (← links)
- Estimating structural changes in regression quantiles (Q737902) (← links)
- Testing for structural breaks in dynamic factor models (Q737946) (← links)
- Inference and prediction in a multiple-structural-break model (Q737962) (← links)
- Model selection criteria in multivariate models with multiple structural changes (Q738024) (← links)
- Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030) (← links)
- Model selection by LASSO methods in a change-point model (Q744757) (← links)
- Deterministic versus stochastic seasonal fractional integration and structural breaks (Q746213) (← links)
- Piecewise autoregression for general integer-valued time series (Q826981) (← links)
- Estimation of high dimensional factor model with multiple threshold-type regime shifts (Q830479) (← links)
- Inflation persistence under semi-fixed exchange rate regimes: the European evidence 1974--1998 (Q850609) (← links)
- Application of modified information criterion to multiple change point problems (Q853951) (← links)
- Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216) (← links)
- Time series regression with persistent level shifts (Q889016) (← links)
- Empirical likelihood test in a posteriori change-point nonlinear model (Q889149) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Detecting multiple mean breaks at unknown points in official time series (Q929718) (← links)
- Testing and dating of structural changes in practice (Q956738) (← links)
- Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks (Q991161) (← links)
- Multiple structural changes in the tail behavior: Evidence from stock index futures returns (Q1003235) (← links)
- Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts (Q1005218) (← links)
- The M-estimation in a multi-phase random nonlinear model (Q1007340) (← links)
- On unit root testing with smooth transitions (Q1010417) (← links)
- Arbitrarily shaped multiple spatial cluster detection for case event data (Q1020033) (← links)
- Maximizing equity market sector predictability in a Bayesian time-varying parameter model (Q1023643) (← links)
- Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
- Drift and breaks in labor productivity (Q1027397) (← links)
- Which econometric specification to characterize the U.S. inflation rate process? (Q1038769) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Likelihood ratio tests for multiple structural changes (Q1298460) (← links)
- Estimation of multiple-regime regressions with least absolutes deviation (Q1298916) (← links)
- Strong rules for detecting the number of breaks in a time series (Q1414624) (← links)
- Portfolio diversification in the sovereign credit swap markets (Q1621893) (← links)
- Multiple break detection in the correlation structure of random variables (Q1623527) (← links)
- Interest rate spreads and output: a time scale decomposition analysis using wavelets (Q1623529) (← links)
- Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
- A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
- Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
- What is the globalisation of inflation? (Q1655663) (← links)
- Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting (Q1656864) (← links)
- The macroeconomic and fiscal implications of inflation forecast errors (Q1657640) (← links)