Pages that link to "Item:Q4634715"
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The following pages link to TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES (Q4634715):
Displaying 13 items.
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666) (← links)
- Testing the equality of the laws of two strictly stationary processes (Q2694807) (← links)
- (Q5224255) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
- Specification tests for time-varying coefficient models (Q6108274) (← links)
- Penalized time-varying model averaging (Q6108303) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
- Testing for strict stationarity via the discrete Fourier transform (Q6536814) (← links)
- Consistent tests for semiparametric conditional independence (Q6650745) (← links)
- Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)
