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.
- Local Fourier tests for structural change based on residuals (Q2980048) (← links)
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
- Off-Line Detection of Multiple Change Points by the Filtered Derivative with<i>p</i>-Value Method (Q3006704) (← links)
- The transmission of shocks between Europe, Japan and the United States (Q3065492) (← links)
- Nowcasting from disaggregates in the face of location shifts (Q3065504) (← links)
- Multiple Spatio-Temporal Cluster Detection for Case Event Data: An Ordering-Based Approach (Q3083787) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- Forecast accuracy and effort: The case of US inflation rates (Q3096857) (← links)
- A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186) (← links)
- Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675) (← links)
- ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869) (← links)
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (Q3181959) (← links)
- Analysis of structural break models based on the evolutionary spectrum: Monte Carlo study and application (Q3183869) (← 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)
- ARE UK SHARE PRICES TOO HIGH? FUNDAMENTAL VALUE OR NEW ERA (Q3393940) (← links)
- Maximum likelihood estimator in a multi-phase random regression model (Q3396474) (← links)
- Change‐point monitoring in linear models (Q3422390) (← links)
- A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend (Q3422392) (← links)
- A sequential procedure for determining the number of regimes in a threshold autoregressive model (Q3422395) (← links)
- A Gibbs Sampling Algorithm for a Changing Regression Model with Pooled Binary Response Data (Q3435985) (← links)
- Spurious Regression Under Broken-Trend Stationarity (Q3440762) (← links)
- New Improved Tests for Cointegration with Structural Breaks (Q3505315) (← links)
- Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective (Q3518454) (← links)
- Generic consistency of the break-point estimators under specification errors in a multiple-break model (Q3521276) (← links)
- Generalized M‐fluctuation tests for parameter instability (Q3542549) (← links)
- Break Detection for a Class of Nonlinear Time Series Models (Q3552855) (← links)
- RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA (Q3557552) (← links)
- Change detection in linear regression with time series errors (Q3561484) (← links)
- Movements in the Equity Premium: Evidence from a Time-Varying VAR (Q3574704) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)
- Fractional integration and structural breaks at unknown periods of time (Q3608192) (← links)
- Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series (Q3615074) (← links)
- An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
- THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS (Q3632401) (← links)
- ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621) (← links)
- Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 2) (Q4414346) (← links)
- ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN (Q4443967) (← links)
- On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability (Q4561856) (← links)
- CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS (Q4562551) (← links)
- The impact of multiple structural changes on mortality predictions (Q4575367) (← links)
- STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
- Likelihood-ratio-based confidence sets for the timing of structural breaks (Q4586184) (← links)
- PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT (Q4645326) (← links)
- Structural change and lead-lag relationship between the Nikkei spot index and futures price: a genetic programming approach (Q4647252) (← links)
- Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment (Q4687660) (← links)
- A Semiparametric Change-Point Regression Model for Longitudinal Observations (Q4904738) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)