Pages that link to "Item:Q5864375"

The following pages link to On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (Q5864375):

Displaying 8 items.

• Testing for common breaks in a multiple equations system (Q1745616) (← links)
• Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
• Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (Q5095289) (← links)
• Testing for shifts in mean with monotonic power against multiple structural changes (Q5107439) (← links)
• Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
• A modified confidence set for the structural break date in linear regression models (Q5860889) (← links)
• A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models (Q5862488) (← links)
• A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK (Q6042900) (← links)