Structural Breaks in Grouped Heterogeneity
From MaRDI portal
Cites work
- Approximately normal tests for equal predictive accuracy in nested models
- Biases in Dynamic Models with Fixed Effects
- Clustering Multiple Time Series with Structural Breaks
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating and Testing Structural Changes in Multivariate Regressions
- Estimation and comparison of multiple change-point models
- Estimation and Forecasting in Models with Multiple Breaks
- Estimation of heterogeneous panels with structural breaks
- Forecasting Time Series Subject to Multiple Structural Breaks
- Forecasting With Dynamic Panel Data Models
- From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering
- Grouped patterns of heterogeneity in panel data
- Inference from iterative simulation using multiple sequences
- Monetary Policy and Exchange Rate Volatility in a Small Open Economy
- Predictability of stock returns and asset allocation under structural breaks
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Selection of estimation window in the presence of breaks
- Testing For and Dating Common Breaks in Multivariate Time Series
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Time Varying Structural Vector Autoregressions and Monetary Policy
This page was built for publication: Structural Breaks in Grouped Heterogeneity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6190688)
