Pages that link to "Item:Q4883105"

The following pages link to Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach (Q4883105):

Displaying 33 items.

• A nonparametric test for changing trends (Q262832) (← links)
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• Distribution-free specification tests of conditional models (Q291101) (← links)
• Testing for structural change in regression quantiles (Q295711) (← links)
• Robust bent line regression (Q514183) (← links)
• Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
• Estimating structural changes in regression quantiles (Q737902) (← links)
• Generalized runs tests for the IID hypothesis (Q737912) (← links)
• Testing for parameter stability in quantile regression models (Q952875) (← links)
• Residual empirical processes for long and short memory time series (Q955149) (← 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 the equality of error distributions from \(k\) independent GARCH models (Q1012539) (← links)
• Tests for changes in models with a polynomial trend (Q1379916) (← links)
• Testing for parameter changes in ARCH models (Q1568067) (← links)
• Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
• A continuous threshold expectile model (Q1658402) (← links)
• Entropy test and residual empirical process for autoregressive conditional duration models (Q1663317) (← links)
• Variable selection for the partial linear single-index model (Q2013035) (← links)
• A bent line Tobit regression model with application to household financial assets (Q2156806) (← links)
• Generalized linear-quadratic model with a change point due to a covariate threshold (Q2242889) (← links)
• Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band (Q2249844) (← links)
• A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
• Nonparametric estimation and inference on conditional quantile processes (Q2343758) (← links)
• Sequential change point detection in linear quantile regression models (Q2348323) (← links)
• Inference for single and multiple change-points in time series (Q2864620) (← links)
• Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
• Local Fourier tests for structural change based on residuals (Q2980048) (← links)
• TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)
• Detecting change structures of nonparametric regressions (Q6071713) (← links)
• Segmented Correspondence Curve Regression for Quantifying Covariate Effects on the Reproducibility of High-Throughput Experiments (Q6079712) (← links)
• Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression (Q6091721) (← links)
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
• Autoregressive conditional betas (Q6193071) (← links)