Pages that link to "Item:Q3272874"

The following pages link to Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes (Q3272874):

Displaying 50 items.

• Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
• Testing for structural change in regression with long memory processes (Q265120) (← links)
• Estimation and testing of Euler equation models with time-varying reduced-form coefficients (Q290971) (← links)
• Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
• Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
• A toolbox of permutation tests for structural change (Q379927) (← links)
• Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
• Robust bent line regression (Q514183) (← links)
• Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
• Modified tests for variance changes in autoregressive regression (Q632729) (← links)
• A confidence interval test for the detection of structural breaks (Q647992) (← links)
• Structural stability tests in the linear regression model when the regressors have roots local to unity (Q673201) (← links)
• Detecting change points in polynomial regression models with an application to cable data sets (Q705033) (← links)
• Mountain \(c\)-regressions method (Q733141) (← links)
• A FORTRAN program for time-varying linear regression via flexible least squares (Q804198) (← links)
• Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216) (← 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)
• Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505) (← links)
• Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
• Recursive stability analysis of linear regression relationships. An exploratory methodology (Q1051384) (← links)
• A Bayesian analysis of some threshold switching models (Q1064707) (← links)
• Time-varying linear regression via flexible least squares (Q1116593) (← links)
• Bayesian estimation of the switching regression model with autocorrelated errors (Q1166862) (← links)
• Tests for parameter changes at unknown times in linear regression models (Q1174646) (← links)
• Bayesian detection of structural changes (Q1207615) (← links)
• A Markov model for switching regressions (Q1212765) (← links)
• Some comparisons of tests for a shift in the slopes of a multivariate linear time series model (Q1222493) (← links)
• A Bayesian test of the product cycle hypothesis applied to Japanese crude steel production (Q1229546) (← 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)
• Dynamic linear models with Markov-switching (Q1318985) (← links)
• Limit theorems for change in linear regression (Q1323141) (← links)
• Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
• Distributions of Bayes-type change-point statistics under polynomial regression (Q1329693) (← links)
• Limit theorems for the union-intersection test (Q1347118) (← links)
• Time series segmentation: A sliding window approach (Q1357087) (← links)
• A classified bibliography of Monte Carlo studies in econometrics (Q1393801) (← links)
• Testing for structural change in conditional models (Q1580340) (← links)
• Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516) (← links)
• Job flows, jobless recoveries, and the great moderation (Q1655630) (← links)
• A continuous threshold expectile model (Q1658402) (← links)
• International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
• Detecting changes in linear regression models with skew normal errors (Q1743321) (← links)
• Change point problems in the model of logistic regression (Q1772676) (← links)
• Fundamentals, regime shifts, and dollar behavior in the 1980s (Q1804597) (← links)
• Estimating the locations of multiple change points in the mean (Q1855640) (← links)
• External bootstrap tests for parameter stability. (Q1858954) (← links)
• Structural change and unit roots (Q1909372) (← links)