Pages that link to "Item:Q4439299"
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The following pages link to Critical values for multiple structural change tests (Q4439299):
Displayed 35 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Estimating restricted structural change models (Q278183) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Empirical likelihood for break detection in time series (Q391854) (← 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)
- Arbitrarily shaped multiple spatial cluster detection for case event data (Q1020033) (← links)
- Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
- What is the globalisation of inflation? (Q1655663) (← links)
- Testing for multiple structural changes with non-homogeneous regressors (Q1695659) (← links)
- International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
- A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
- Deviations from rules-based policy and their effects (Q1991970) (← links)
- Learning about banks' net worth and the slow recovery after the financial crisis (Q2007864) (← links)
- The long memory HEAVY process: modeling and forecasting financial volatility (Q2070693) (← links)
- Spatial contagion between financial markets: new evidence of asymmetric measures (Q2151669) (← links)
- On the long-run fluctuations of inheritance in two-sector OLG models (Q2164315) (← links)
- Estimating and testing high dimensional factor models with multiple structural changes (Q2224981) (← links)
- Generalized linear-quadratic model with a change point due to a covariate threshold (Q2242889) (← links)
- Testing for multiple change points (Q2259214) (← links)
- Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
- Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models (Q2691757) (← links)
- Can a Taylor rule better explain the Fed's monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis (Q2691789) (← links)
- Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks (Q2870574) (← links)
- Local Fourier tests for structural change based on residuals (Q2980048) (← links)
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
- ARE UK SHARE PRICES TOO HIGH? FUNDAMENTAL VALUE OR NEW ERA (Q3393940) (← links)
- Change‐point monitoring in linear models (Q3422390) (← links)
- Likelihood-ratio-based confidence sets for the timing of structural breaks (Q4586184) (← links)
- The predictive performance of the currency futures basis for spot returns (Q5234299) (← links)
- On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (Q5234341) (← links)
- Piecewise FARIMA models for long-memory time series (Q5300822) (← links)
- INSURANCE AND REAL OUTPUT: THE KEY ROLE OF BANKING ACTIVITIES (Q5325981) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971363) (← links)
- S&P 500 volatility, volatility regimes, and economic uncertainty (Q6066273) (← links)