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 50 items.
- Pre and post break parameter inference (Q2451770) (← links)
- A computational method for the detection of activation/deactivation patterns in biological signals with three levels of electric intensity (Q2452787) (← links)
- Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
- Adaptive forecasting in the presence of recent and ongoing structural change (Q2453078) (← links)
- Conditional predictive density evaluation in the presence of instabilities (Q2453081) (← links)
- Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth (Q2457783) (← links)
- Testing for contagion in ASEAN exchange rates (Q2486199) (← links)
- Differentiating between coefficient break and volatility break (Q2493771) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Asymptotics for estimation and testing procedures under loss of identifiability (Q2581509) (← links)
- Testing for change points in time series models and limiting theorems for NED sequences (Q2642747) (← links)
- Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors (Q2672925) (← links)
- Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand (Q2687874) (← links)
- Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666) (← links)
- Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models (Q2700525) (← links)
- Asymmetric dynamics between uncertainty and unemployment flows in the United States (Q2700534) (← links)
- (Q2701876) (← links)
- Semi-Sequential One-Shot Monitoring of Small Disorders With Controlled Type I Error Rate (Q2786273) (← links)
- ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS (Q2801992) (← links)
- MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS (Q2812302) (← links)
- Parametric and Semi-Parametric Efficient Tests for Parameter Instability (Q2815046) (← 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)
- Testing for parameter constancy in non-Gaussian time series (Q2852478) (← 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)
- Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881) (← links)
- Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
- Size Distortion in the Analysis of Volatility and Covolatility Effects (Q2950560) (← links)
- Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model (Q2953278) (← links)
- Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
- A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY (Q2976208) (← links)
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
- TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)
- Nowcasting from disaggregates in the face of location shifts (Q3065504) (← links)
- Testing for the usefulness of forecasts (Q3088164) (← links)
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
- TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (Q3100979) (← links)
- ADL tests for threshold cointegration (Q3103180) (← links)
- Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675) (← links)
- PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION (Q3168875) (← links)
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (Q3181959) (← links)
- Detecting level shifts in ARMA-GARCH (1,1) Models (Q3184487) (← links)
- Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares (Q3192404) (← links)
- ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST (Q3224043) (← links)
- OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY (Q3375347) (← links)
- BUSINESS FAILURES AND MACROECONOMIC FACTORS IN THE UK (Q3393942) (← links)
- LEARNING, THE FORWARD PREMIUM PUZZLE, AND MARKET EFFICIENCY (Q3397762) (← links)