Pages that link to "Item:Q3521276"

The following pages link to Generic consistency of the break-point estimators under specification errors in a multiple-break model (Q3521276):

Displaying 8 items.

• Consistency of the least squares estimator in threshold regression with endogeneity (Q500582) (← links)
• Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
• Structural-break models under mis-specification: implications for forecasting (Q2354861) (← links)
• Estimation and inference of threshold regression models with measurement errors (Q2691748) (← links)
• Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks (Q2870574) (← links)
• An Omnibus Test for Time Series Model<i>I</i>(<i>d</i>) (Q3616257) (← links)
• STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
• Theory and Applications of TAR Model with Two Threshold Variables (Q5080144) (← links)