A Test for a Shifting Slope Coefficient in a Linear Model
From MaRDI portal
Cited in
(19)- Recursive stability analysis of linear regression relationships. An exploratory methodology
- A Bayesian analysis of some threshold switching models
- Tests for parameter changes at unknown times in linear regression models
- A Markov model for switching regressions
- Some comparisons of tests for a shift in the slopes of a multivariate linear time series model
- Dynamic linear models with Markov-switching
- Bayesian criteria for discriminating among regression models with one possible change point
- A classified bibliography of Monte Carlo studies in econometrics
- Optimal changepoint tests for normal linear regression
- A trend-resistant test for structural change based on OLS residuals
- Type I errors linked to faulty statistical analyses of endangered subspecies classifications
- Change-point problems: bibliography and review
- Estimators in step regression models
- An Omnibus Test for Time Series ModelI(d)
- Residuals in tests for adequacy of regression relationships
- Detecting Changes in Linear Regressions
- Score tests when a nuisance parameter is unidentified under the null hypothesis
- Threshold estimation under strong dependence
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process
This page was built for publication: A Test for a Shifting Slope Coefficient in a Linear Model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5617421)
