Pages that link to "Item:Q2995421"

The following pages link to TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421):

Displaying 13 items.

• Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
• Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
• A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
• Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
• Testing conditional independence via empirical likelihood (Q2451799) (← links)
• Robustness checks and robustness tests in applied economics (Q2512608) (← links)
• ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS (Q2801992) (← links)
• SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
• A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE (Q2981822) (← links)
• TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
• A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY (Q4917235) (← links)
• Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965557) (← links)