Pages that link to "Item:Q4530902"
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The following pages link to Estimating and Testing Linear Models with Multiple Structural Changes (Q4530902):
Displayed 50 items.
- Bootstrap confidence intervals for multiple change points based on moving sum procedures (Q92618) (← links)
- Localising change points in piecewise polynomials of general degrees (Q97720) (← links)
- Consistent selection of the number of change-points via sample-splitting (Q99318) (← links)
- Multiple Testing of Local Extrema for Detection of Change Points (Q143270) (← links)
- Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
- FDR-control in multiscale change-point segmentation (Q153065) (← links)
- Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526) (← links)
- The power of tests of predictive ability in the presence of structural breaks (Q261880) (← links)
- Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
- A nonparametric test for changing trends (Q262832) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Structural breaks with deterministic and stochastic trends (Q265106) (← links)
- Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
- \(\tau\)-estimators of regression models with structural change of unknown location (Q269228) (← links)
- Testing for change points in partially linear models (Q277056) (← links)
- Estimating restricted structural change models (Q278183) (← links)
- Selection of estimation window in the presence of breaks (Q278494) (← links)
- Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
- Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- Testing for structural change in regression quantiles (Q295711) (← 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)
- On consistency of minimum description length model selection for piecewise autoregressions (Q308393) (← links)
- Rolling window selection for out-of-sample forecasting with time-varying parameters (Q341889) (← links)
- Fractional integration versus level shifts: the case of realized asset correlations (Q379926) (← links)
- Empirical likelihood for break detection in time series (Q391854) (← links)
- Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution (Q394686) (← links)
- Bayesian multiple structural change-points estimation in time series models with genetic algorithm (Q395906) (← links)
- Time varying CAPM betas and banking sector risk (Q433198) (← links)
- On the reaction time of moving sum detectors (Q433744) (← links)
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
- Penalized least absolute deviations estimation for nonlinear model with change-points (Q451506) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- Level changes in volatility models (Q470520) (← links)
- Forecasting inflation using commodity price aggregates (Q472756) (← links)
- Change points and temporal dependence in reconstructions of annual temperature: did Europe experience a little ice age? (Q483988) (← links)
- Testing for factor loading structural change under common breaks (Q496159) (← links)
- Change-point model selection via AIC (Q498057) (← links)
- Factor-augmented regression models with structural change (Q500558) (← links)
- Identification and estimation of a large factor model with structural instability (Q506054) (← links)
- Libor at crossroads: stochastic switching detection using information theory quantifiers (Q508302) (← links)
- Testing economic convergence in non-stationary panel (Q518889) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Model selection when there are multiple breaks (Q528000) (← links)
- Model selection in the presence of nonstationarity (Q528002) (← links)
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- Common breaks in means and variances for panel data (Q530972) (← links)