Pages that link to "Item:Q1906286"

The following pages link to Optimal changepoint tests for normal linear regression (Q1906286):

Displaying 41 items.

• Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
• Estimating restricted structural change models (Q278183) (← links)
• Selection of estimation window in the presence of breaks (Q278494) (← links)
• Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
• Estimation and testing of Euler equation models with time-varying reduced-form coefficients (Q290971) (← links)
• Testing for structural change in regression quantiles (Q295711) (← links)
• Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096) (← links)
• Bayesian multiple structural change-points estimation in time series models with genetic algorithm (Q395906) (← links)
• Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
• Estimating nonlinear regression with and without change-points by the LAD method (Q652600) (← links)
• Testing for structural breaks in dynamic factor models (Q737946) (← links)
• Model selection criteria in multivariate models with multiple structural changes (Q738024) (← links)
• Mixtures of regressions with changepoints (Q892470) (← links)
• Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
• Likelihood ratio tests for multiple structural changes (Q1298460) (← links)
• Selection of an estimation window in the presence of data revisions and recent structural breaks (Q1669833) (← links)
• Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
• Testing for multiple structural changes with non-homogeneous regressors (Q1695659) (← links)
• Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures (Q1906295) (← links)
• Structural change and unit roots (Q1909372) (← links)
• Optimal inferences for proportional hazards model with parametric covariate transformations (Q1926000) (← links)
• Generalized linear-quadratic model with a change point due to a covariate threshold (Q2242889) (← links)
• Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
• Parametric and Semi-Parametric Efficient Tests for Parameter Instability (Q2815046) (← links)
• Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models (Q2829464) (← links)
• Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications (Q3183725) (← links)
• OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY (Q3375347) (← links)
• Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective (Q3518454) (← links)
• Testing for structural change in cointegrated regression models: some comparisons and generalizations (Q4355154) (← links)
• Critical values for multiple structural change tests (Q4439299) (← links)
• On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability (Q4561856) (← links)
• The generalized fluctuation test: A unifying view (Q4853092) (← links)
• TIME-VARYING COINTEGRATION (Q4933586) (← links)
• (Q5011448) (← links)
• Testing for shifts in mean with monotonic power against multiple structural changes (Q5107439) (← links)
• (Q5125156) (← links)
• Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
• Approximations to the<i>p</i>-values of tests for a change-point under non-standard conditions (Q5222416) (← links)
• Efficient estimation and inference in cointegrating regressions with structural change (Q5430499) (← links)
• DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (Q5741626) (← links)
• Improved confidence sets for the date of a structural break (Q5861031) (← links)