Pages that link to "Item:Q3450348"
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The following pages link to TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348):
Displaying 10 items.
- Nonparametric fixed effects model for panel data with locally stationary regressors (Q1652960) (← 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)
- Statistical inference of locally stationary functional coefficient models (Q2189096) (← links)
- Estimation and model identification of longitudinal data time-varying nonparametric models (Q2400821) (← links)
- Oracally efficient estimation and testing for an ARCH model with trend (Q5078550) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
- Detecting changes in the trend function of heteroscedastic time series (Q6589564) (← links)
- Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)
