Pages that link to "Item:Q528045"

The following pages link to Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045):

Displaying 24 items.

• Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
• Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
• Threshold regression with endogeneity (Q1706444) (← links)
• Testing for common breaks in a multiple equations system (Q1745616) (← links)
• Efficient estimation with time-varying information and the New Keynesian Phillips curve (Q1753060) (← links)
• A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
• Time-varying instrumental variable estimation (Q2236874) (← links)
• Bootstrapping structural change tests (Q2280577) (← links)
• Modeling and testing smooth structural changes with endogenous regressors (Q2343771) (← links)
• Structural change estimation in time series regressions with endogenous variables (Q2345262) (← links)
• Inconsistency of 2SLS estimators in threshold regression with endogeneity (Q2446280) (← links)
• Pre and post break parameter inference (Q2451770) (← links)
• The European growth synchronization through crises and structural changes (Q2699594) (← links)
• STRUCTURAL THRESHOLD REGRESSION (Q2826005) (← links)
• Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks (Q2870574) (← links)
• A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS (Q2878815) (← links)
• Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares (Q3192404) (← links)
• Bootstrap test for a structural break under possible heteroscedasticity (Q4976599) (← links)
• GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
• Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS (Q5080135) (← links)
• Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements (Q5222299) (← links)
• Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
• The asymptotic behaviour of the residual sum of squares in models with multiple break points (Q5864643) (← links)
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)