Estimating restricted structural change models
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Cites work
- scientific article; zbMATH DE number 1261669 (Why is no real title available?)
- scientific article; zbMATH DE number 1034049 (Why is no real title available?)
- Critical values for multiple structural change tests
- Estimating and Testing Linear Models with Multiple Structural Changes
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Matrix Analysis
- Optimal changepoint tests for normal linear regression
- RECURSIVE RESIDUALS FOR MULTIVARIATE REGRESSION MODELS
- Testing For and Dating Common Breaks in Multivariate Time Series
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
Cited in
(38)- Structural-break models under mis-specification: implications for forecasting
- A note on change in persistence of U.S. city prices
- Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting
- Continuous record Laplace-based inference about the break date in structural change models
- A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
- Optimal method in multiple regression with structural changes
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS
- Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies
- scientific article; zbMATH DE number 1396257 (Why is no real title available?)
- Structural changes estimation for strongly dependent processes
- Inference regarding multiple structural changes in linear models with endogenous regressors
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating and Testing Structural Changes in Multivariate Regressions
- Estimation and inference for multi-kink expectile regression with nonignorable dropout
- Inference on locally ordered breaks in multiple regressions
- Estimation and testing in generalized mean-reverting processes with change-point
- Testing and dating of structural changes in practice
- Bootstrap confidence intervals for a break date in linear regressions
- A class of Stein-rules in multivariate regression model with structural changes
- GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses
- Asymptotic distribution of the jump change-point estimator
- Constrained inference in multiple regression with structural changes
- A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS
- Wald tests for detecting multiple structural changes in persistence
- Estimating restricted common structural changes for panel data
- Piecewise FARIMA models for long-memory time series
- Consistency of the least squares estimator in threshold regression with endogeneity
- Factor-augmented regression models with structural change
- Estimation and inference in unstable nonlinear least squares models
- Estimation and testing in multivariate generalized Ornstein-Uhlenbeck processes with change-points
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series
- Structural breaks with deterministic and stochastic trends
- Estimation and inference for multikink expectile regression with longitudinal data
- Threshold regression with endogeneity
- Deviations from rules-based policy and their effects
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes
- The asymptotic behaviour of the residual sum of squares in models with multiple break points
- Estimating and testing multiple structural changes in linear models using band spectral regressions
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