Pages that link to "Item:Q1377327"

The following pages link to Predictive tests for structural change with unknown breakpoint (Q1377327):

Displaying 19 items.

• Robust GMM tests for structural breaks (Q265111) (← links)
• Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
• Inference and prediction in a multiple-structural-break model (Q737962) (← links)
• Approximate \(p\)-values of predictive tests for structural stability (Q1292328) (← links)
• Sequential testing with uniformly distributed size (Q1669696) (← links)
• Structural change tests for simulated method of moments. (Q1810680) (← links)
• External bootstrap tests for parameter stability. (Q1858954) (← links)
• Structural breaks in time series (Q2852477) (← links)
• Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks (Q2870574) (← links)
• OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY (Q3375347) (← links)
• Optimal Predictive Tests (Q4434415) (← links)
• COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY (Q4562545) (← links)
• CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS (Q4562551) (← links)
• NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
• Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach (Q5080512) (← links)
• Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
• TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)
• Random Walks with Drift – A Sequential Approach (Q5487369) (← links)
• Structural change tests for GEL criteria (Q5860890) (← links)