The following pages link to (Q4082864):
Displaying 50 items.
- Count data regression charts for the monitoring of surveillance time series (Q58319) (← links)
- A simple test on structural change in long-memory time series (Q135940) (← links)
- Fractionally integrated time varying GARCH model (Q257572) (← links)
- Test for parameter changes in generalized random coefficient autoregressive model (Q257852) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Selection of estimation window in the presence of breaks (Q278494) (← links)
- A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950) (← links)
- Regression discontinuity inference with specification error (Q291078) (← links)
- Distribution-free specification tests of conditional models (Q291101) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Quality control for structural credit risk models (Q299230) (← links)
- The structure of US food demand (Q299482) (← links)
- Tests for changing mean with monotonic power (Q301955) (← links)
- Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096) (← links)
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- A new nonparametric stability test with an application to major Chinese macroeconomic time series (Q377925) (← links)
- A toolbox of permutation tests for structural change (Q379927) (← links)
- Bayesian multiple structural change-points estimation in time series models with genetic algorithm (Q395906) (← links)
- Schwarz information criterion based tests for a change-point in regression models (Q451464) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
- The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model (Q485701) (← links)
- Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- Modified tests for variance changes in autoregressive regression (Q632729) (← links)
- A confidence interval test for the detection of structural breaks (Q647992) (← links)
- Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets (Q652875) (← links)
- Changes in seasonal patterns (Q671898) (← links)
- Inference of time-varying regression models (Q693729) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Asymptotics of an empirical bridge of regression on induced order statistics (Q779157) (← links)
- Alternative procedures and associated tests of significance for non- nested hypotheses (Q789139) (← links)
- Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models (Q790575) (← links)
- A FORTRAN program for time-varying linear regression via flexible least squares (Q804198) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- Model selection using information criteria and genetic algorithms (Q816056) (← links)
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
- On studentizing a test for structural change (Q899778) (← links)
- Mean adjustment and the CUSUM test for structural change (Q900034) (← links)
- Recursive estimation in econometrics (Q956735) (← 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)
- New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank (Q961407) (← 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)
- Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
- The specification of rank reducing observation sets in experimental design (Q1010536) (← links)
