Testing for Structural Change in Dynamic Models
From MaRDI portal
Recommendations
Cited in
(73)- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
- On the identification of time for parameter variabilities
- Likelihood ratio tests for multiple structural changes
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
- Testing the constancy of regression parameters against continuous structural change
- A range-CUSUM test with recursive residuals
- Changes in seasonal patterns. Are they cyclical?
- Time series segmentation: A sliding window approach
- Predictive tests for structural change with unknown breakpoint
- A nonparametric test for the change of the density function in strong mixing processes.
- Sequential testing with uniformly distributed size
- Test for parameter change in stochastic processes based on conditional least-squares estimator
- Range vs. maximum in the OLS-based version of the CUSUM test
- Alternative boundaries for CUSUM tests
- Monitoring changes in linear models
- Exact tests for structural change in first-order dynamic models
- A trend-resistant test for structural change based on OLS residuals
- Structural change and unit roots
- Testing for structural breaks in cointegrated relationships
- On CUSUM test for dynamic panel models
- On double-boundary non-crossing probability for a class of compound processes with applications
- On partial-sum processes of ARMAX residuals
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
- Methods of analyzing nonstationary time series with implicit changes in their properties
- Crossing probabilities for diffusion processes with piecewise continuous boundaries
- A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
- Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model
- Testing for structural change in regression quantiles
- Nonparametric partially random sequential test under phase II sampling: an illustration to monitor water samples for arsenic contamination
- Local Fourier tests for structural change based on residuals
- Testing structural change in partially linear models
- CUSUM methods for monitoring structural changes in structural equations
- Testing for a shift in trend at an unknown date: a fixed-b analysis of heteroskedasticity autocorrelation robust OLS-based tests
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- A note on approximating distribution functions of cusum and cusumsq tests
- Detecting level shifts in ARMA-GARCH (1,1) Models
- Change‐point monitoring in linear models
- Model-based control charts in phase 1 statistical process control
- Generalized M‐fluctuation tests for parameter instability
- Reducing confidence bands for simulated impulse responses
- Fractional integration versus level shifts: the case of realized asset correlations
- A toolbox of permutation tests for structural change
- Bayesian multiple structural change-points estimation in time series models with genetic algorithm
- Interpretation and Use of Generalized Chow Tests
- scientific article; zbMATH DE number 47261 (Why is no real title available?)
- On the reaction time of moving sum detectors
- Multiple hypothesis test for parameter constancy based on recursive residuals
- Inference in Nonlinear Econometric Models with Structural Change
- A SPECTRAL-BASED CUSUM TEST OF EVOLUTIONARY CHANGE
- The generalized fluctuation test: A unifying view
- A cusum test in the linear regression model with serially correlated disturbances
- Monitoring Structural Change
- Sequential monitoring of changes in dynamic linear models, applied to the U.S. housing market
- Testing and dating structural changes in copula-based dependence measures
- A Bayesian multiple structural change regression model with autocorrelated errors
- Stochastic boundary crossing probabilities for the Brownian motion
- Some partially sequential nonparametric tests for detecting linear trend
- Alternative Tests for Parameter Stability
- A Unified Approach to Structural Change Tests Based on ML Scores,FStatistics, and OLS Residuals
- Structural change tests for GEL criteria
- On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests
- Power properties of the modified CUSUM tests
- A modified CUSUM test for orthogonal structural changes
- BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach
- Changes in seasonal patterns
- On-line detection of changes in the shape of intraday volatility curves
- Online change-point detection in dynamic regression models with autocorrelated residuals
- Hölder convergence of autoregression residuals partial sum processes
- Mean adjustment and the CUSUM test for structural change
- Recursive estimation in econometrics
- Testing and dating of structural changes in practice
This page was built for publication: Testing for Structural Change in Dynamic Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3802472)
