Pages that link to "Item:Q3100979"
From MaRDI portal
The following pages link to TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (Q3100979):
Displayed 6 items.
- Confidence sets for the date of a break in level and trend when the order of integration is unknown (Q2343745) (← links)
- ON THE BEHAVIOR OF FIXED-<i>b</i> TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION (Q2847587) (← links)
- A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS (Q2878815) (← links)
- Break point estimators for a slope shift: levels versus first differences (Q2896003) (← links)
- A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
- Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300) (← links)