Pages that link to "Item:Q2345262"
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The following pages link to Structural change estimation in time series regressions with endogenous variables (Q2345262):
Displaying 5 items.
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Bootstrapping structural change tests (Q2280577) (← links)
- Implied Volatility Surface Estimation via Quantile Regularization (Q5141229) (← links)
- Shrinkage estimation of multiple threshold factor models (Q6108331) (← links)
- Multi-Threshold Structural Equation Model (Q6190334) (← links)