Pages that link to "Item:Q1118297"

The following pages link to A new test for structural stability in the linear regression model (Q1118297):

Displaying 45 items.

• Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
• Testing for structural change in regression with long memory processes (Q265120) (← links)
• Selection of estimation window in the presence of breaks (Q278494) (← links)
• A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950) (← links)
• Reducing confidence bands for simulated impulse responses (Q379920) (← links)
• On the application of new tests for structural changes on global minimum-variance portfolios (Q379943) (← links)
• Robust inference in nonstationary time series models (Q527996) (← links)
• Some partially sequential nonparametric tests for detecting linear trend (Q538113) (← links)
• Inference of time-varying regression models (Q693729) (← links)
• Generalized runs tests for the IID hypothesis (Q737912) (← links)
• Measuring the degree of convergence among European business cycles (Q853585) (← links)
• U.S. money demand instability. A flexible least squares approach (Q921824) (← links)
• Recursive estimation in econometrics (Q956735) (← links)
• Testing and dating of structural changes in practice (Q956738) (← links)
• Dynamic linear models with Markov-switching (Q1318985) (← links)
• Implementing the fluctuation and moving-estimates tests in dynamic econometric models (Q1327933) (← links)
• Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
• Time series segmentation: A sliding window approach (Q1357087) (← links)
• Stability tests in error correction models (Q1377329) (← links)
• Tests for changes in models with a polynomial trend (Q1379916) (← links)
• A note on tests for partial parameter instability in the trend stationary model. (Q1606269) (← links)
• Multiple break detection in the correlation structure of random variables (Q1623527) (← links)
• A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)
• Structural change test in duration of bull and bear markets (Q1668507) (← links)
• Sequential testing with uniformly distributed size (Q1669696) (← links)
• Monitoring changes in linear models (Q1888862) (← links)
• A trend-resistant test for structural change based on OLS residuals (Q1906292) (← links)
• Structural change and unit roots (Q1909372) (← links)
• A new fluctuation test for constant variances with applications to finance (Q1928381) (← links)
• A residual based test for the null hypothesis of cointegration. (Q1960368) (← links)
• Simultaneous inference for time-varying models (Q2116345) (← links)
• Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
• Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
• Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
• Semi-Sequential One-Shot Monitoring of Small Disorders With Controlled Type I Error Rate (Q2786273) (← links)
• CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns (Q2852493) (← links)
• TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (Q2890704) (← links)
• Nonparametric partially random sequential test under Phase II sampling: An illustration to monitor water samples for arsenic contamination (Q2958400) (← links)
• (Q3166523) (← links)
• 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)
• A Gibbs Sampling Algorithm for a Changing Regression Model with Pooled Binary Response Data (Q3435985) (← links)
• An evaluation of some methods used for determination of homogenous structural break point in mean of panel data (Q5083664) (← links)
• Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)