Pages that link to "Item:Q1906292"
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The following pages link to A trend-resistant test for structural change based on OLS residuals (Q1906292):
Displaying 9 items.
- A nonparametric test for changing trends (Q262832) (← links)
- Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
- Implementing a class of structural change tests: an econometric computing approach (Q959387) (← links)
- Testing for structural change in conditional models (Q1580340) (← links)
- On partial-sum processes of ARMAX residuals (Q2284371) (← links)
- Variance estimators in the chu‐white test for structural change (Q4232104) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals (Q5719302) (← links)
- HAC robust trend comparisons among climate series with possible level shifts (Q6139093) (← links)
