Testing and dating of structural changes in practice
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Cites work
- scientific article; zbMATH DE number 3502628 (Why is no real title available?)
- scientific article; zbMATH DE number 203652 (Why is no real title available?)
- A new test for structural stability in the linear regression model
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating the locations of multiple change points in the mean
- Fitting multiple change-point models to data
- MOSUM tests for parameter constancy
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Testing for Structural Change in Dynamic Models
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- The Cusum Test with Ols Residuals
- The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling
- The Future of Data Analysis
- The asymptotic behavior of some nonparametric change-point estimators
- The generalized fluctuation test: A unifying view
- The problem of the Nile: Conditional solution to a changepoint problem
Cited in
(31)- Second special issue on computational econometrics
- Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks
- On the trend detection of time-ordered intensity images of point processes on linear networks
- Robust confirmatory factor analysis based on the forward search algorithm
- Disclosure control of business microdata: a density-based approach
- Testing, monitoring, and dating structural changes in exchange rate regimes
- Network-based semisupervised clustering
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
- Overlapping coefficient in network-based semi-supervised clustering
- Sequential monitoring for change in scale
- Machine learning approaches to identify thresholds in a heat-health warning system context
- Inference for single and multiple change-points in time series
- Tidychangepoint: a unified framework for analyzing changepoint detection in univariate time series
- Optimal method in multiple regression with structural changes
- An ANOVA-type test for multiple change points
- A data-driven approach to detecting change points in linear regression models
- Structural changes during a century of the world's most popular sport
- The impact of multiple structural changes on mortality predictions
- Bayesian nonparametric biostatistics
- Semi-supervised sentiment clustering on natural language texts
- Longevity Risk Modeling with the Consumer Price Index
- The asymptotic distribution of CUSUM estimator based on α-mixing sequences
- Bayesian inference of multiple structural change models with asymmetric GARCH errors
- Implementing a class of structural change tests: an econometric computing approach
- Cobra: a package for co-breaking analysis
- Parsimonious periodic autoregressive models for time series with evolving trend and seasonality
- On the robust detection of edges in time series filtering
- Fractional integration versus level shifts: the case of realized asset correlations
- Non-monotonic penalizing for the number of structural breaks
- A Unified Approach to Structural Change Tests Based on ML Scores,FStatistics, and OLS Residuals
- On nonparametric change point estimator based on empirical characteristic functions
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