Pages that link to "Item:Q4439299"
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The following pages link to Critical values for multiple structural change tests (Q4439299):
Displayed 13 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Estimating restricted structural change models (Q278183) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Empirical likelihood for break detection in time series (Q391854) (← links)
- Arbitrarily shaped multiple spatial cluster detection for case event data (Q1020033) (← links)
- Testing for multiple change points (Q2259214) (← links)
- Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
- Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks (Q2870574) (← links)
- ARE UK SHARE PRICES TOO HIGH? FUNDAMENTAL VALUE OR NEW ERA (Q3393940) (← links)
- Change‐point monitoring in linear models (Q3422390) (← links)
- Piecewise FARIMA models for long-memory time series (Q5300822) (← links)
- INSURANCE AND REAL OUTPUT: THE KEY ROLE OF BANKING ACTIVITIES (Q5325981) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971363) (← links)