Pages that link to "Item:Q1298466"
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The following pages link to Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466):
Displayed 6 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables (Q2066871) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
- Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)