Pages that link to "Item:Q5862488"
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The following pages link to A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models (Q5862488):
Displaying 7 items.
- Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
- Bootstrapping structural change tests (Q2280577) (← links)
- Bootstrap confidence intervals for a break date in linear regressions (Q5033432) (← links)
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
- Improved confidence sets for the date of a structural break (Q5861031) (← links)
- Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)
- Testing for Changes in Forecasting Performance (Q6617742) (← links)
