Pages that link to "Item:Q956738"

The following pages link to Testing and dating of structural changes in practice (Q956738):

Displaying 16 items.

• Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
• An ANOVA-type test for multiple change points (Q465641) (← links)
• On nonparametric change point estimator based on empirical characteristic functions (Q525905) (← links)
• Optimal method in multiple regression with structural changes (Q888480) (← links)
• Second special issue on computational econometrics (Q957202) (← links)
• Implementing a class of structural change tests: an econometric computing approach (Q959387) (← links)
• On the robust detection of edges in time series filtering (Q1020908) (← links)
• Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
• Bayesian inference of multiple structural change models with asymmetric GARCH errors (Q2062347) (← links)
• Non-monotonic penalizing for the number of structural breaks (Q2259336) (← links)
• Parsimonious periodic autoregressive models for time series with evolving trend and seasonality (Q2302470) (← links)
• Robust confirmatory factor analysis based on the forward search algorithm (Q2442683) (← links)
• Testing, monitoring, and dating structural changes in exchange rate regimes (Q2445622) (← links)
• Bayesian Nonparametric Biostatistics (Q2800188) (← links)
• Inference for single and multiple change-points in time series (Q2864620) (← links)
• Semi-supervised sentiment clustering on natural language texts (Q6088743) (← links)