Pages that link to "Item:Q3100979"

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):

Displaying 11 items.

• Robust methods for detecting multiple level breaks in autocorrelated time series (Q736530) (← links)
• Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
• Testing for multiple structural changes with non-homogeneous regressors (Q1695659) (← links)
• Confidence sets for the date of a break in level and trend when the order of integration is unknown (Q2343745) (← links)
• Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← 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)
• Deterministic Parameter Change Models in Continuous and Discrete Time (Q5111782) (← links)
• HAC robust trend comparisons among climate series with possible level shifts (Q6139093) (← links)