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.
- 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)
- Regime changes and interest rate risk (Q1667908) (← links)
- Detecting structural changes under nonstationary volatility (Q1668529) (← links)
- Sequential testing with uniformly distributed size (Q1669696) (← links)
- Selection of an estimation window in the presence of data revisions and recent structural breaks (Q1669833) (← links)
- Estimating non-simultaneous changes in the mean of vectors (Q1669886) (← links)
- Dating multiple change points in the correlation matrix (Q1694371) (← links)
- Asymptotic theory for regressions with smoothly changing parameters (Q1695562) (← links)
- Testing for multiple structural changes with non-homogeneous regressors (Q1695659) (← links)
- International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
- Modeling trend processes in parametric mortality models (Q1697268) (← links)
- Confidence distributions for change-points and regime shifts (Q1698991) (← links)
- Threshold regression with endogeneity (Q1706444) (← links)
- Consistent change-point detection with kernels (Q1711585) (← links)
- Autoregressive prediction with rolling mechanism for time series forecasting with small sample size (Q1718683) (← links)
- ArCo: an artificial counterfactual approach for high-dimensional panel time-series data (Q1739593) (← links)
- Testing for common breaks in a multiple equations system (Q1745616) (← links)
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- Ecological change points: the strength of density dependence and the loss of history (Q1750175) (← links)
- Multiscale blind source separation (Q1750285) (← links)
- Efficient estimation with time-varying information and the New Keynesian Phillips curve (Q1753060) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
- On testing for structural break of coefficients in factor-augmented regression models (Q1786799) (← links)
- Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
- Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
- Constructing a switching regression with unknown switching points (Q1795511) (← links)
- Change-point detection in multinomial data with a large number of categories (Q1800792) (← links)
- Structural changes in the cointegrated vector autoregressive model (Q1810669) (← links)
- Operational time of the Korea stock markets (Q1853650) (← links)
- Unit root tests with a break in innovation variance. (Q1858958) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (Q1871315) (← links)
- Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
- Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
- Recursive computation of piecewise constant volatilities (Q1927142) (← links)
- An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks (Q1934075) (← links)
- An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models (Q1934285) (← links)
- Forecasting long memory time series when occasional breaks occur (Q1934693) (← links)
- Characteristics, covariances, and structural breaks (Q1934831) (← links)
- Moving ratio test for multiple changes in persistence (Q1936583) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)