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 14 items.
- Endogenous thresholds and tests for asymmetry in US prime rate movements (Q5958686) (← links)
- Comments on: Some recent theory for autoregressive count time series (Q5970629) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971367) (← links)
- Testing for changes in linear models using weighted residuals (Q6074726) (← links)
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
- Segmented Correspondence Curve Regression for Quantifying Covariate Effects on the Reproducibility of High-Throughput Experiments (Q6079712) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
- Smooth transition simultaneous equation models (Q6106612) (← links)
- The distribution of rolling regression estimators (Q6108308) (← links)
- BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA (Q6115048) (← links)
- A nonparametric predictive regression model using partitioning estimators based on Taylor expansions (Q6135346) (← links)
- Clean energy consumption and economic growth in China: a time-varying analysis (Q6138248) (← links)
- Likelihood ratio test for change in persistence (Q6164680) (← links)
- Change-point testing for parallel data sets with FDR control (Q6168912) (← links)