Pages that link to "Item:Q5091826"
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The following pages link to Testing for structural change under non‐stationary variances (Q5091826):
Displayed 11 items.
- Detecting structural changes under nonstationary volatility (Q1668529) (← links)
- Quantifying the data-dredging bias in structural break tests (Q2122806) (← links)
- Testing for structural changes in linear regressions with time-varying variance (Q5077998) (← links)
- Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (Q5095289) (← links)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Testing explosive bubbles with time-varying volatility (Q5860962) (← links)
- A new limit result in change point analysis (Q5875212) (← links)
- Inference in functional factor models with applications to yield curves (Q6134635) (← links)
- Testing Stability in Functional Event Observations with an Application to IPO Performance (Q6190737) (← links)
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (Q6190740) (← links)