Pages that link to "Item:Q302096"
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The following pages link to Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096):
Displaying 18 items.
- Testing for factor loading structural change under common breaks (Q496159) (← links)
- Testing for multiple structural changes with non-homogeneous regressors (Q1695659) (← links)
- Testing for common breaks in a multiple equations system (Q1745616) (← links)
- Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Bahadur intercept with applications to one-sided testing (Q2306885) (← links)
- Improved Tests for Forecast Comparisons in the Presence of Instabilities (Q2817311) (← links)
- Asymptotic Pitman's Relative Efficiency (Q4965780) (← links)
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
- Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (Q5095289) (← links)
- Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
- Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements (Q5222299) (← links)
- Quantile regression estimates and the analysis of structural breaks (Q5247938) (← links)
- A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models (Q5862488) (← links)
- On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (Q5864375) (← links)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
- Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)
- Testing for Changes in Forecasting Performance (Q6617742) (← links)