Pages that link to "Item:Q4114635"

The following pages link to Two Methods for Examining the Stability of Regression Coefficients (Q4114635):

Displaying 15 items.

• A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950) (← links)
• A FORTRAN program for time-varying linear regression via flexible least squares (Q804198) (← links)
• Further investigation into restricted Kalman filtering (Q1003434) (← links)
• Maximizing equity market sector predictability in a Bayesian time-varying parameter model (Q1023643) (← links)
• Recursive stability analysis of linear regression relationships. An exploratory methodology (Q1051384) (← links)
• Time-varying linear regression via flexible least squares (Q1116593) (← links)
• A test of a disequilibrium model (Q1142002) (← links)
• Some identification and estimation results for regression models with stochastically varying coefficients (Q1151219) (← links)
• A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (Q1362024) (← links)
• Generalized autoregressive conditional heteroscedasticity (Q1821471) (← links)
• Structural change and unit roots (Q1909372) (← links)
• Time-series tests of convergence and transitional dynamics (Q1927391) (← links)
• Change-point problems: bibliography and review (Q2324132) (← links)
• A Comparison of Two Alternative Approaches to Modeling Level Shifts in the Presence of Outliers (Q3155632) (← links)
• ARMA MODELS WITH ARCH ERRORS (Q3341736) (← links)