Pages that link to "Item:Q1329130"

The following pages link to Testing the constancy of regression parameters against continuous structural change (Q1329130):

Displaying 37 items.

• Modelling volatility by variance decomposition (Q71677) (← links)
• Fractionally integrated time varying GARCH model (Q257572) (← links)
• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• A time series model for an exchange rate in a target zone with applications (Q292041) (← links)
• Testing constancy of the error covariance matrix in vector models (Q451274) (← links)
• Inference of time-varying regression models (Q693729) (← links)
• Inflation persistence under semi-fixed exchange rate regimes: the European evidence 1974--1998 (Q850609) (← links)
• Unit root testing (Q862778) (← links)
• Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
• Testing the adequacy of smooth transition autoregressive models (Q1126494) (← links)
• Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)
• Recognizing changing seasonal patterns using artificial neural networks (Q1372932) (← links)
• Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds (Q1694930) (← links)
• Asymptotic theory for regressions with smoothly changing parameters (Q1695562) (← links)
• European exchange trading funds trading with locally weighted support vector regression (Q1698924) (← links)
• Evaluating GARCH models. (Q1858977) (← links)
• Unit root econometrics and economic nonlinearities (Q1909373) (← links)
• An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models (Q1934285) (← links)
• A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
• Time-varying model averaging (Q2024462) (← links)
• Global hemispheric temperatures and co-shifting: a vector shifting-mean autoregressive analysis (Q2280611) (← links)
• Forecasting government bond spreads with heuristic models: evidence from the eurozone periphery (Q2288926) (← links)
• Testing linearity in a cointegrating STR model for the money demand function: International evidence from G-7 countries (Q2479432) (← links)
• Multi-regime models for nonlinear nonstationary time series (Q2512790) (← links)
• (Q2971502) (← links)
• Unstable volatility: the break-preserving local linear estimator (Q3145404) (← links)
• Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529) (← links)
• Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change (Q3615086) (← links)
• (Q4320725) (← links)
• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
• Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
• Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
• Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
• Unit roots and double smooth transitions (Q5309298) (← links)
• The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment (Q5452761) (← links)
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
• Penalized time-varying model averaging (Q6108303) (← links)