Pages that link to "Item:Q1298460"
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The following pages link to Likelihood ratio tests for multiple structural changes (Q1298460):
Displayed 4 items.
- Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
- Strong rules for detecting the number of breaks in a time series (Q1414624) (← links)
- Structural changes in the cointegrated vector autoregressive model (Q1810669) (← links)
- The transmission of shocks between Europe, Japan and the United States (Q3065492) (← links)