Pages that link to "Item:Q278183"
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The following pages link to Estimating restricted structural change models (Q278183):
Displayed 11 items.
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- Factor-augmented regression models with structural change (Q500558) (← links)
- Consistency of the least squares estimator in threshold regression with endogeneity (Q500582) (← links)
- Asymptotic distribution of the jump change-point estimator (Q692763) (← links)
- Optimal method in multiple regression with structural changes (Q888480) (← links)
- Structural-break models under mis-specification: implications for forecasting (Q2354861) (← links)
- A class of Stein-rules in multivariate regression model with structural changes (Q2791830) (← links)
- WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (Q2847584) (← links)
- A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS (Q2878815) (← links)
- GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626) (← links)
- Piecewise FARIMA models for long-memory time series (Q5300822) (← links)