Pages that link to "Item:Q3142741"
From MaRDI portal
The following pages link to Tests for Parameter Instability and Structural Change With Unknown Change Point (Q3142741):
Displayed 50 items.
- Change‐point monitoring in linear models (Q3422390) (← links)
- A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
- TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS (Q3453252) (← links)
- Bayesian Unit Root Test for Time Series Models with Structural Breaks (Q3511924) (← 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)
- Simulation experiments on the performance of structural change tests in cointegration (Q3527722) (← links)
- Generalized M‐fluctuation tests for parameter instability (Q3542549) (← links)
- Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529) (← links)
- RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA (Q3557552) (← links)
- SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL (Q3580631) (← links)
- Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change (Q3615086) (← links)
- Controlling Type-I Error Rate in Monitoring Structural Changes Using Partially Sequential Procedures (Q3625266) (← links)
- Some Rank-Based Two-Phase Procedures in Sequential Monitoring of Exchange Rate (Q3630047) (← links)
- AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK (Q3652617) (← links)
- TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619) (← links)
- Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
- Aggregate consumption functions for India: A cointegration analysis under structural changes, 1919-86 (Q4266321) (← links)
- Testing for structural change in cointegrated regression models: some comparisons and generalizations (Q4355154) (← links)
- 24-Hour realized volatilities and transatlantic volatility interdependence (Q4555087) (← links)
- COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY (Q4562545) (← 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)
- Likelihood-ratio-based confidence sets for the timing of structural breaks (Q4586184) (← links)
- Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment (Q4687660) (← links)
- A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS (Q4817435) (← links)
- The generalized fluctuation test: A unifying view (Q4853092) (← links)
- Detecting parameter shift in garch models (Q4853099) (← links)
- M-Procedures for Detection of Changes for Dependent Observations (Q4905901) (← links)
- Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean (Q4913918) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- A Nonparametric Test for Deviation from Randomness with Applications to Stock Market Index Data (Q4921591) (← links)
- On Testing Changes in Autoregressive Parameters of a VAR Model (Q4929183) (← links)
- Interventions in log-linear Poisson autoregression (Q4970959) (← links)
- Group LASSO for Structural Break Time Series (Q4975401) (← links)
- Bootstrap test for a structural break under possible heteroscedasticity (Q4976599) (← links)
- (Q5004052) (← links)
- (Q5011448) (← links)
- The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments (Q5014216) (← links)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
- Dealing with Markov-switching parameters in quantile regression models (Q5055169) (← links)
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
- Testing and dating structural changes in copula-based dependence measures (Q5073383) (← links)
- Testing for structural changes in linear regressions with time-varying variance (Q5077998) (← links)
- Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS (Q5080135) (← links)
- Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
- A Survey on Time-Varying Copulas: Specification, Simulations, and Application (Q5080162) (← links)
- Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem (Q5080448) (← links)
- Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach (Q5080512) (← links)
- True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison (Q5080517) (← links)