Inference and prediction in a multiple-structural-break model (Q737962)

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Language	Label	Description	Also known as
English	Inference and prediction in a multiple-structural-break model	scientific article

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scholarly article

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Inference and prediction in a multiple-structural-break model (English)

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zbMATH Open document ID

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10.1016/j.jeconom.2011.03.005

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Journal of Econometrics

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publication date

12 August 2016

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Mathematics Subject Classification ID

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zbMATH DE Number

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jeconom.2011.03.005

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Tests for Parameter Instability and Structural Change With Unknown Change Point

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End-of-Sample Instability Tests

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Estimating and Testing Linear Models with Multiple Structural Changes

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Estimation and comparison of multiple change-point models

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Estimation in the Presence of Stochastic Parameter Variation

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Efficient Tests for General Persistent Time Variation in Regression Coefficients

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Getting It Right

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Contemporary Bayesian Econometrics and Statistics

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Interpretation and inference in mixture models: simple MCMC works

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BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES

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Predictive tests for structural change with unknown breakpoint

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A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator

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A unified approach to nonlinearity, structural change, and outliers

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A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

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Are apparent findings of nonlinearity due to structural instability in economic time series?

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Estimation and Forecasting in Models with Multiple Breaks

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Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series

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Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates

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Forecasting Time Series Subject to Multiple Structural Breaks

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Mathematics(1 entry)

mardi Publication:737962

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