Pages that link to "Item:Q289210"

The following pages link to Confidence sets for the date of a single break in linear time series regressions (Q289210):

Displaying 14 items.

• Estimating structural changes in regression quantiles (Q737902) (← links)
• Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown (Q1670214) (← links)
• New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
• Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
• Inference after estimation of breaks (Q2043254) (← links)
• Analyzing cross-validation for forecasting with structural instability (Q2074617) (← links)
• Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
• Regression discontinuity designs, white noise models, and minimax (Q2227061) (← links)
• Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
• Estimating restricted common structural changes for panel data (Q2300531) (← links)
• Confidence sets for the date of a break in level and trend when the order of integration is unknown (Q2343745) (← links)
• Pre and post break parameter inference (Q2451770) (← links)
• (Q5011448) (← links)
• In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time (Q6140373) (← links)