Pages that link to "Item:Q3142741"
From MaRDI portal
The following pages link to Tests for Parameter Instability and Structural Change With Unknown Change Point (Q3142741):
Displaying 50 items.
- Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets (Q652875) (← links)
- Generalized random forests (Q666599) (← links)
- Structural stability tests in the linear regression model when the regressors have roots local to unity (Q673201) (← links)
- Bootstrap confidence intervals in a switching regressions model (Q673296) (← links)
- Inference of time-varying regression models (Q693729) (← links)
- Robust methods for detecting multiple level breaks in autocorrelated time series (Q736530) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Estimating structural changes in regression quantiles (Q737902) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Testing for structural breaks in dynamic factor models (Q737946) (← links)
- Inference and prediction in a multiple-structural-break model (Q737962) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Understanding models' forecasting performance (Q738003) (← links)
- Model selection criteria in multivariate models with multiple structural changes (Q738024) (← links)
- Volatility contagion: a range-based volatility approach (Q738077) (← links)
- Likelihood estimation and inference in threshold regression (Q738152) (← links)
- Rasch trees: a new method for detecting differential item functioning in the Rasch model (Q748201) (← links)
- A modified Wilcoxon test for change points in long-range dependent time series (Q777757) (← links)
- Structural change models with an application in cryogenic thermometry (Q812065) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Investigating time-variation in the marginal predictive power of the yield spread (Q844643) (← links)
- The choice of time interval in seasonal adjustment: a heuristic approach (Q849869) (← links)
- Subsampling change-point detection in persistence with heavy-tailed innovations (Q874325) (← links)
- Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216) (← links)
- Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Regularized Bayesian estimation of generalized threshold regression models (Q899014) (← links)
- Detecting non-simultaneous changes in means of vectors (Q905099) (← links)
- Detecting multiple mean breaks at unknown points in official time series (Q929718) (← links)
- Testing and dating of structural changes in practice (Q956738) (← links)
- Implementing a class of structural change tests: an econometric computing approach (Q959387) (← links)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
- Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
- Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method (Q975968) (← links)
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
- Arbitrarily shaped multiple spatial cluster detection for case event data (Q1020033) (← links)
- Multiscale spectral analysis for detecting short and long range change points in time series (Q1023672) (← links)
- Drift and breaks in labor productivity (Q1027397) (← links)
- Approximate \(p\)-values of predictive tests for structural stability (Q1292328) (← links)
- Likelihood ratio tests for multiple structural changes (Q1298460) (← links)
- Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)
- Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) (← links)
- Bayes factors and nonlinearity: Evidence from economic time series (Q1305670) (← links)
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series (Q1305671) (← links)
- Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
- Time series segmentation: A sliding window approach (Q1357087) (← links)
- Predictive tests for structural change with unknown breakpoint (Q1377327) (← links)
- Stability tests in error correction models (Q1377329) (← links)
