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.
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Testing for stationarity with a break (Q1867712) (← links)
- What is an oil shock? (Q1869862) (← links)
- Recent developments in the econometrics of structural change (Q1906284) (← links)
- Optimal changepoint tests for normal linear regression (Q1906286) (← links)
- The effect of linear filters on dynamic time series with structural change (Q1906288) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures (Q1906295) (← links)
- The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment (Q1906299) (← links)
- Structural change and unit roots (Q1909372) (← links)
- Testing for structural breaks in cointegrated relationships (Q1915456) (← links)
- On the power of tests for superexogeneity and structural invariance (Q1915468) (← links)
- Optimal inferences for proportional hazards model with parametric covariate transformations (Q1926000) (← links)
- Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
- A comparison of estimators for regression models with change points (Q1927289) (← links)
- A robust bootstrap test under heteroskedasticity (Q1927317) (← links)
- Testing for causality in variance in the presence of breaks (Q1928692) (← links)
- A note on tests of partial parameter stability in the cointegrated system (Q1934806) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Tests of measurement invariance without subgroups: a generalization of classical methods (Q1940982) (← links)
- Testing for a break at an unknown change-point: A test with known size in small samples (Q1960343) (← links)
- Detection of change in persistence of a linear time series (Q1971788) (← links)
- Nonparametric inference on structural breaks (Q1973431) (← links)
- Fiscal policy in good and bad times (Q1994192) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
- Testing constancy in varying coefficient models (Q2024439) (← links)
- Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
- Inference after estimation of breaks (Q2043254) (← links)
- Exchange rate pass-through to consumer prices: the increasing role of energy prices (Q2047019) (← links)
- Network trees: a method for recursively partitioning covariance structures (Q2065251) (← links)
- A wavelet method for panel models with jump discontinuities in the parameters (Q2074601) (← links)
- A note on the structural change test in highly parameterized psychometric models (Q2088928) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Time series analysis of COVID-19 infection curve: a change-point perspective (Q2106384) (← links)
- A unified approach for jointly estimating the business and financial cycle, and the role of financial factors (Q2115975) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- A bent line Tobit regression model with application to household financial assets (Q2156806) (← links)
- Structural changes in the duration of bull markets and business cycle dynamics (Q2166083) (← links)
- Estimating information cost functions in models of rational inattention (Q2173089) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- Relevant parameter changes in structural break models (Q2190210) (← links)
- Changepoint in dependent and non-stationary panels (Q2208373) (← links)
- Panel threshold models with interactive fixed effects (Q2227077) (← links)
- The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence (Q2227427) (← links)
- Generalized linear-quadratic model with a change point due to a covariate threshold (Q2242889) (← links)
- An omnibus test to detect time-heterogeneity in time series (Q2255926) (← links)
- Detection of structural breaks in a time-varying heteroskedastic regression model (Q2276169) (← links)
- Bootstrapping structural change tests (Q2280577) (← links)
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach (Q2284384) (← links)