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.
- A fast algorithm for short term electric load forecasting by a hidden semi-markov process (Q5107358) (← links)
- Testing for shifts in mean with monotonic power against multiple structural changes (Q5107439) (← links)
- Testing Fiscal Solvency in Macroeconomics (Q5114914) (← links)
- Estimating the Hurst parameter in financial time series via heuristic approaches (Q5123511) (← links)
- Detection of changes in a random financial sequence with a stable distribution (Q5123599) (← links)
- Optimal choice of sample fraction in univariate financial tail index estimation (Q5123676) (← links)
- Testing for covariate balance using quantile regression and resampling methods (Q5124967) (← links)
- (Q5125156) (← links)
- The change in real interest rate persistence in OECD countries: evidence from modified panel ratio tests (Q5130139) (← links)
- A Bayesian multiple structural change regression model with autocorrelated errors (Q5138116) (← links)
- Gaining insight with recursive partitioning of generalized linear models (Q5218867) (← links)
- Computational approximation of the likelihood ratio for testing the existence of change-points in a heteroscedastic series (Q5218881) (← links)
- Structural changes estimation for strongly dependent processes (Q5218917) (← links)
- Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies (Q5219968) (← links)
- Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
- Approximations to the<i>p</i>-values of tests for a change-point under non-standard conditions (Q5222416) (← links)
- Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
- Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)
- Quantile regression estimates and the analysis of structural breaks (Q5247938) (← links)
- Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
- Bootstrap LR tests of stationarity, common trends and cointegration (Q5300820) (← links)
- TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)
- Linear Transformation Model With Parametric Covariate Transformations (Q5327298) (← links)
- Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300) (← links)
- STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) (← links)
- Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations (Q5421577) (← links)
- CUSUM of Squares‐Based Tests for a Change in Persistence (Q5430506) (← links)
- Finite sample behaviour of the level shift model using quasi-differenced data (Q5438726) (← links)
- Statistical Method for Detecting Structural Change in the Growth Process (Q5450453) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
- Alternative Tests for Parameter Stability (Q5481624) (← links)
- ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY (Q5489150) (← links)
- A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals (Q5719302) (← links)
- TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565) (← links)
- Structural change tests for GEL criteria (Q5860890) (← links)
- Robust inference for predictability in smooth transition predictive regressions (Q5860894) (← links)
- Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)
- Improved confidence sets for the date of a structural break (Q5861031) (← links)
- Bootstrap tests for time varying cointegration (Q5862480) (← links)
- On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (Q5864375) (← links)
- Local power of panel unit root tests allowing for structural breaks (Q5864633) (← links)
- Estimating the locations and number of change points by the sample-splitting method (Q5928227) (← links)
- Change point estimation in regressions with \(I(d)\) variables. (Q5940733) (← links)
- Structural change tests under regression misspecifications. (Q5940800) (← links)
- Testing parameter constancy in models with infinite variance errors. (Q5941114) (← links)
- A nonlinear autoregressive conditional duration model with applications to financial transaction data (Q5944505) (← links)
- Tests of equal forecast accuracy and encompassing for nested models (Q5952027) (← links)
- Dangers of data mining: The case of calendar effects in stock returns (Q5952033) (← links)
- Testing the null of cointegration in the presence of a structural break (Q5958409) (← links)
- Present value model, heteroscedasticity and parameter stability tests (Q5958417) (← links)