Pages that link to "Item:Q2859083"

The following pages link to Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression (Q2859083):

Displaying 50 items.

• Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
• Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
• Rolling window selection for out-of-sample forecasting with time-varying parameters (Q341889) (← links)
• Estimating smooth structural change in cointegration models (Q341906) (← links)
• Detecting big structural breaks in large factor models (Q469568) (← links)
• Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
• Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
• Restoring monotonic power in Wald/LM-type tests (Q498747) (← links)
• Inference of time-varying regression models (Q693729) (← links)
• Specification tests of calibrated option pricing models (Q888333) (← links)
• Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
• Detecting structural changes under nonstationary volatility (Q1668529) (← links)
• Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
• A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
• Semiparametric model for covariance regression analysis (Q2008100) (← links)
• Time-varying model averaging (Q2024462) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
• Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
• Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
• A time-varying diffusion index forecasting model (Q2208686) (← links)
• Time-varying instrumental variable estimation (Q2236874) (← links)
• On time-varying factor models: estimation and testing (Q2294514) (← links)
• Bahadur intercept with applications to one-sided testing (Q2306885) (← links)
• Modeling and testing smooth structural changes with endogenous regressors (Q2343771) (← links)
• Approximation of quasiperiodic signal phase trajectory using directional regression (Q2657897) (← links)
• Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666) (← links)
• Time-varying predictability of the long horizon equity premium based on semiparametric regressions (Q2695788) (← links)
• TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
• TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS (Q3453246) (← links)
• Efficient semiparametric estimation in time-varying regression models (Q4567920) (← links)
• Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
• Inference for Structural Breaks in Spatial Models (Q5041341) (← links)
• Trend following with momentum versus moving averages: a tale of differences (Q5139209) (← links)
• DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (Q5741626) (← links)
• Semiparametric transition models (Q5865519) (← links)
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
• Time-varying forecast combination for high-dimensional data (Q6090590) (← links)
• A practical multivariate approach to testing volatility spillover (Q6094458) (← links)
• Nonparametric testing for the specification of spatial trend functions (Q6097554) (← links)
• Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
• Specification tests for time-varying coefficient models (Q6108274) (← links)
• Penalized time-varying model averaging (Q6108303) (← links)
• The distribution of rolling regression estimators (Q6108308) (← links)
• Time-varying multivariate causal processes (Q6118719) (← links)
• A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)
• Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335) (← links)
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
• Nonparametric modeling for the time-varying persistence of inflation (Q6172342) (← links)
• Sieve bootstrap inference for linear time-varying coefficient models (Q6190946) (← links)