Pages that link to "Item:Q299259"
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The following pages link to Testing for a change in persistence in the presence of non-stationary volatility (Q299259):
Displaying 15 items.
- Monitoring persistent change in a heavy-tailed sequence with polynomial trends (Q395915) (← links)
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
- Bootstrap testing multiple changes in persistence for a heavy-tailed sequence (Q693235) (← links)
- Monitoring persistence change in infinite variance observations (Q744739) (← links)
- Monitoring change in persistence in linear time series (Q990920) (← links)
- Moving ratio test for multiple changes in persistence (Q1936583) (← links)
- Structural breaks in time series (Q2852477) (← links)
- On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
- Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (Q5095289) (← links)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
- Wilcoxon rank test for change in persistence (Q5163042) (← links)
- Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations (Q5252809) (← links)
- Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets (Q5860972) (← links)
