Pages that link to "Item:Q3142741"
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The following pages link to Tests for Parameter Instability and Structural Change With Unknown Change Point (Q3142741):
Displayed 50 items.
- Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
- Self-similarity in financial markets: a fractionally integrated approach (Q611788) (← links)
- Modified tests for variance changes in autoregressive regression (Q632729) (← links)
- Structural stability tests in the linear regression model when the regressors have roots local to unity (Q673201) (← links)
- Bootstrap confidence intervals in a switching regressions model (Q673296) (← links)
- Structural change models with an application in cryogenic thermometry (Q812065) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Investigating time-variation in the marginal predictive power of the yield spread (Q844643) (← links)
- The choice of time interval in seasonal adjustment: a heuristic approach (Q849869) (← links)
- Subsampling change-point detection in persistence with heavy-tailed innovations (Q874325) (← links)
- Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216) (← links)
- Detecting multiple mean breaks at unknown points in official time series (Q929718) (← links)
- Testing and dating of structural changes in practice (Q956738) (← links)
- Implementing a class of structural change tests: an econometric computing approach (Q959387) (← links)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
- Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
- Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method (Q975968) (← links)
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
- Arbitrarily shaped multiple spatial cluster detection for case event data (Q1020033) (← links)
- Multiscale spectral analysis for detecting short and long range change points in time series (Q1023672) (← links)
- Drift and breaks in labor productivity (Q1027397) (← links)
- Approximate \(p\)-values of predictive tests for structural stability (Q1292328) (← links)
- Likelihood ratio tests for multiple structural changes (Q1298460) (← links)
- Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)
- Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) (← links)
- Bayes factors and nonlinearity: Evidence from economic time series (Q1305670) (← links)
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series (Q1305671) (← links)
- Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
- Time series segmentation: A sliding window approach (Q1357087) (← links)
- Predictive tests for structural change with unknown breakpoint (Q1377327) (← links)
- Stability tests in error correction models (Q1377329) (← links)
- Tests for changes in models with a polynomial trend (Q1379916) (← links)
- On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. (Q1423023) (← links)
- Approximating the distribution of the maximum partial sum of normal deviates (Q1578215) (← links)
- Testing for structural change in conditional models (Q1580340) (← links)
- The long-run relationship between productivity and capital (Q1583285) (← links)
- Term structure views of monetary policy under alternative models of agent expectations (Q1583315) (← links)
- The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective (Q1584765) (← links)
- Local nonlinear least squares: using parametric information in nonparametric regression (Q1588305) (← links)
- Fundamentals, regime shifts, and dollar behavior in the 1980s (Q1804597) (← links)
- GLS detrending, efficient unit root tests and structural change. (Q1810676) (← links)
- An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677) (← links)
- Structural change tests for simulated method of moments. (Q1810680) (← links)
- Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- Unit root tests with a break in innovation variance. (Q1858958) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- Testing for two-regime threshold cointegration in vector error-correction models. (Q1858973) (← links)