Pages that link to "Item:Q5437900"
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The following pages link to Estimating and Testing Structural Changes in Multivariate Regressions (Q5437900):
Displaying 50 items.
- Testing for change points in partially linear models (Q277056) (← links)
- Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Two tests for sequential detection of a change-point in a nonlinear model (Q394776) (← links)
- Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
- Estimator of a change point in single index models (Q477154) (← links)
- Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
- Factor-augmented regression models with structural change (Q500558) (← links)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- Estimating structural changes in regression quantiles (Q737902) (← links)
- Model selection criteria in multivariate models with multiple structural changes (Q738024) (← links)
- Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030) (← links)
- Testing for change in mean of independent multivariate observations with time varying covariance (Q764447) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
- Portfolio diversification in the sovereign credit swap markets (Q1621893) (← links)
- Testing for multiple structural changes with non-homogeneous regressors (Q1695659) (← links)
- Testing for structural breaks in factor copula models (Q1739863) (← 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)
- Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
- Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
- Exchange rate pass-through to consumer prices: the increasing role of energy prices (Q2047019) (← links)
- A wavelet method for panel models with jump discontinuities in the parameters (Q2074601) (← links)
- Block bootstrapping for a panel mean break test (Q2131936) (← links)
- Improved estimation in tensor regression with multiple change-points (Q2169836) (← links)
- Estimating and testing high dimensional factor models with multiple structural changes (Q2224981) (← links)
- Bootstrapping structural change tests (Q2280577) (← links)
- Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures (Q2280606) (← links)
- Variable selection in panel models with breaks (Q2323384) (← links)
- A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model (Q2344884) (← links)
- Revisiting the Great Moderation : policy or luck? (Q2416113) (← links)
- Quasi-maximum likelihood estimation of break point in high-dimensional factor models (Q2688659) (← links)
- Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models (Q2700525) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS (Q2801992) (← links)
- Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision (Q2807682) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
- Adaptive LASSO model selection in a multiphase quantile regression (Q2953450) (← links)
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
- An I(2) cointegration model with piecewise linear trends (Q3018500) (← links)
- Autoregressive Order Identification for VAR Models with Non Constant Variance (Q3462352) (← links)