Estimating and Testing Linear Models with Multiple Structural Changes
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Publication:4530902
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- Multiple breaks detection in general causal time series using penalized quasi-likelihood
- Testing economic convergence in non-stationary panel
- Nonparametric simultaneous testing for structural breaks
- Structural changes in the cointegrated vector autoregressive model
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
- Testing for change points in partially linear models
- Bootstrap confidence intervals for multiple change points based on moving sum procedures
- Model selection in the presence of nonstationarity
- Limit theory for moderate deviations from a unit root with a break in variance
- Break detection in the covariance structure of multivariate time series models
- Estimating restricted structural change models
- Critical values for multiple structural change tests
- Delay time in monitoring jump changes in linear models
- Selection of estimation window in the presence of breaks
- Arbitrarily shaped multiple spatial cluster detection for case event data
- Nonparametric inference on structural breaks
- A multi-scale approach for testing and detecting peaks in time series
- Adaptive estimation of autoregressive models with time-varying variances
- Confidence sets for the date of a single break in linear time series regressions
- Finite sample multivariate structural change tests with application to energy demand models
- Adaptive forecasting in the presence of recent and ongoing structural change
- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
- Estimating the locations and number of change points by the sample-splitting method
- ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS
- Consistent change-point detection with kernels
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- Recursive computation of piecewise constant volatilities
- Data-driven selection of the number of change-points via error rate control
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
- Generalized M‐fluctuation tests for parameter instability
- Estimating the Hurst parameter in financial time series via heuristic approaches
- Estimating and Testing Structural Changes in Multivariate Regressions
- Group Lasso for structural break time series
- ArCo: an artificial counterfactual approach for high-dimensional panel time-series data
- Estimating structural changes in regression quantiles
- Inference on a structural break in trend with fractionally integrated errors
- Localising change points in piecewise polynomials of general degrees
- FDR-control in multiscale change-point segmentation
- Consistent selection of the number of change-points via sample-splitting
- Testing for multiple change points
- Testing jointly for structural changes in the error variance and coefficients of a linear regression model
- A computationally efficient nonparametric approach for changepoint detection
- Model selection by LASSO methods in a change-point model
- Model selection criteria in multivariate models with multiple structural changes
- Modelling structural breaks, long memory and stock market volatility: an overview
- Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study
- Improved tests for forecast comparisons in the presence of instabilities
- Estimation and model selection based inference in single and multiple threshold models.
- Change-point testing for parallel data sets with FDR control
- BayesProject: fast computation of a projection direction for multivariate changepoint detection
- Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
- Multiscale change point inference. With discussion and authors' reply
- Covariance changes detection in multivariate time series
- Estimation of multiple-regime regressions with least absolutes deviation
- The power of tests of predictive ability in the presence of structural breaks
- A nonparametric test for changing trends
- Likelihood ratio tests for multiple structural changes
- Nonparametric estimation of structural change points in volatility models for time series
- OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY
- Nonparametric maximum likelihood approach to multiple change-point problems
- Inference for single and multiple change-points in time series
- Small sample properties of forecasts from autoregressive models under structural breaks
- Structural breaks with deterministic and stochastic trends
- Sequential change-point detection in high-dimensional Gaussian graphical models
- Change‐point monitoring in linear models
- Structural breaks in time series
- Strong rules for detecting the number of breaks in a time series
- Critical values and \(p\) values of Bessel process distributions: computation and application to structural break tests
- Multiple testing of local extrema for detection of change points
- Confidence distributions for change-points and regime shifts
- Adaptive LASSO model selection in a multiphase quantile regression
- Recursive forecast combination for dependent heterogeneous data
- Structural changes and unit roots in non-stationary time series
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes?
- A confidence interval test for the detection of structural breaks
- A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend
- Deterministic versus stochastic seasonal fractional integration and structural breaks
- Testing for parameter constancy in the time series direction in panel data models
- Approximate p-values of certain tests involving hypotheses about multiple breaks
- Fractional integration and structural breaks at unknown periods of time
- Spurious Regression Under Broken-Trend Stationarity
- Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
- On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation
- New Improved Tests for Cointegration with Structural Breaks
- scientific article; zbMATH DE number 4013835 (Why is no real title available?)
- Multiple change-points detection in high dimension
- Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks
- A joint test for structural stability and a unit root in autoregressions
- Variable selection in panel models with breaks
- Model specification in panel data unit root tests with an unknown break
- Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation
- Piecewise autoregression for general integer-valued time series
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