Pages that link to "Item:Q4530902"
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The following pages link to Estimating and Testing Linear Models with Multiple Structural Changes (Q4530902):
Displayed 50 items.
- Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
- Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
- Time varying CAPM betas and banking sector risk (Q433198) (← links)
- On the reaction time of moving sum detectors (Q433744) (← links)
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
- Penalized least absolute deviations estimation for nonlinear model with change-points (Q451506) (← links)
- Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
- International capital flows and expectation-driven boom-bust cycles in the housing market (Q602976) (← links)
- Spurious regression (Q609686) (← links)
- Structural changes and unit roots in non-stationary time series (Q643410) (← links)
- A confidence interval test for the detection of structural breaks (Q647992) (← links)
- Estimating nonlinear regression with and without change-points by the LAD method (Q652600) (← links)
- Asymptotic distribution of the jump change-point estimator (Q692763) (← links)
- Inflation persistence under semi-fixed exchange rate regimes: the European evidence 1974--1998 (Q850609) (← links)
- Application of modified information criterion to multiple change point problems (Q853951) (← links)
- Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Detecting multiple mean breaks at unknown points in official time series (Q929718) (← links)
- Testing and dating of structural changes in practice (Q956738) (← links)
- Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks (Q991161) (← links)
- Multiple structural changes in the tail behavior: Evidence from stock index futures returns (Q1003235) (← links)
- Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts (Q1005218) (← links)
- The M-estimation in a multi-phase random nonlinear model (Q1007340) (← links)
- On unit root testing with smooth transitions (Q1010417) (← links)
- Arbitrarily shaped multiple spatial cluster detection for case event data (Q1020033) (← links)
- Maximizing equity market sector predictability in a Bayesian time-varying parameter model (Q1023643) (← links)
- Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
- Drift and breaks in labor productivity (Q1027397) (← links)
- Which econometric specification to characterize the U.S. inflation rate process? (Q1038769) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Likelihood ratio tests for multiple structural changes (Q1298460) (← links)
- Estimation of multiple-regime regressions with least absolutes deviation (Q1298916) (← links)
- Strong rules for detecting the number of breaks in a time series (Q1414624) (← links)
- Structural changes in the cointegrated vector autoregressive model (Q1810669) (← links)
- Operational time of the Korea stock markets (Q1853650) (← links)
- Unit root tests with a break in innovation variance. (Q1858958) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (Q1871315) (← links)
- Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
- Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
- Recursive computation of piecewise constant volatilities (Q1927142) (← links)
- An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks (Q1934075) (← links)
- An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models (Q1934285) (← links)
- Forecasting long memory time series when occasional breaks occur (Q1934693) (← links)
- Characteristics, covariances, and structural breaks (Q1934831) (← links)
- Moving ratio test for multiple changes in persistence (Q1936583) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823) (← links)
- Estimating networks with jumps (Q1950892) (← links)
- Nonparametric inference on structural breaks (Q1973431) (← links)