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):
Displayed 50 items.
- Growth accelerations (Q2432074) (← links)
- Covariance changes detection in multivariate time series (Q2433827) (← links)
- Modeling and forecasting of stock markets under a system adaptation framework (Q2439872) (← links)
- Change point analysis of imprecise time series (Q2445523) (← links)
- Pre and post break parameter inference (Q2451770) (← links)
- Quasi-maximum likelihood estimation for multiple volatility shifts (Q2452776) (← links)
- Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
- Adaptive forecasting in the presence of recent and ongoing structural change (Q2453078) (← links)
- Forecasting a long memory process subject to structural breaks (Q2453079) (← links)
- Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth (Q2457783) (← links)
- Differentiating between coefficient break and volatility break (Q2493771) (← links)
- Rate of convergence for multiple change-points estimation of moving-average processes (Q2501422) (← links)
- On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
- Nonparametric maximum likelihood approach to multiple change-point problems (Q2510824) (← links)
- Model selection in under-specified equations facing breaks (Q2511787) (← links)
- Granger causality, exogeneity, cointegration, and economic policy analysis (Q2511789) (← links)
- Multi-regime models for nonlinear nonstationary time series (Q2512790) (← links)
- A piecewise polynomial trend against long range dependence (Q2515861) (← links)
- Asymptotics of M-estimators in two-phase linear regression models. (Q2574536) (← links)
- Identifying volatility clusters using the PPM: a sensitivity analysis (Q2576754) (← links)
- Testing for change points in time series models and limiting theorems for NED sequences (Q2642747) (← links)
- Determining the number of breaks in large dimensional factor models with structural changes (Q2659950) (← links)
- Estimation of panel group structure models with structural breaks in group memberships and coefficients (Q2688649) (← links)
- Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
- Grain prices, oil prices, and multiple smooth breaks in a VAR (Q2691667) (← links)
- Specification analysis in regime-switching continuous-time diffusion models for market volatility (Q2691691) (← links)
- Flexible Fourier form for volatility breaks (Q2691729) (← links)
- A threshold mixed count time series model: estimation and application (Q2697080) (← links)
- The European growth synchronization through crises and structural changes (Q2699594) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- A class of Stein-rules in multivariate regression model with structural changes (Q2791830) (← links)
- ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS (Q2801992) (← links)
- Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision (Q2807682) (← links)
- The LAD estimation of the change-point linear model with randomly censored data (Q2807696) (← links)
- Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← links)
- Improved Tests for Forecast Comparisons in the Presence of Instabilities (Q2817311) (← links)
- WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (Q2847584) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks (Q2870574) (← links)
- A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS (Q2878815) (← links)
- UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS (Q2878818) (← links)
- TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS (Q2886980) (← links)
- (Q2892530) (← links)
- Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881) (← links)
- Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model (Q2953278) (← links)
- Adaptive LASSO model selection in a multiphase quantile regression (Q2953450) (← links)
- Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
- A permutation information theory tour through different interest rate maturities: the Libor case (Q2955830) (← links)