Tests For Constancy Of Model Parameters Over Time
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Cites work
- Confidence Interval Estimation Using Standardized Time Series
- Convergence of stochastic processes
- Detecting Initialization Bias in Simulation Output
- Goodness of fit tests in models for life history data based on cumulative hazard rates
- scientific article; zbMATH DE number 3174032 (Why is no real title available?)
- scientific article; zbMATH DE number 3711116 (Why is no real title available?)
- scientific article; zbMATH DE number 842531 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Maximally Selected Chi Square Statistics
- On the functional central limit theorem for martingales, II
- Remarks on the functional central limit theorem for martingales
- The Cusum Test with Ols Residuals
- Weak convergence of the sample distribution function when parameters are estimated
Cited in
(29)- Score-based tests of differential item functioning via pairwise maximum likelihood estimation
- Tree-based varying coefficient regression for longitudinal ordinal responses
- Confidence distributions for change-points and regime shifts
- Tests of measurement invariance without subgroups: a generalization of classical methods
- Network trees: a method for recursively partitioning covariance structures
- A note on the structural change test in highly parameterized psychometric models
- CUSUM methods for monitoring structural changes in structural equations
- Monitoring Structural Changes in Generalized Linear Models
- Model-based control charts in phase 1 statistical process control
- Generalized M‐fluctuation tests for parameter instability
- A new nonparametric stability test with an application to major Chinese macroeconomic time series
- Testing for the Constancy of Parameters Over Time
- A rank test for constancy of a location oil scale parameter
- Testing homogeneity over time of a parameter of a markov sequence
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration
- Testing for measurement invariance with respect to an ordinal variable
- Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
- Gaining insight with recursive partitioning of generalized linear models
- Retrospective Parametric Tests for Homogeneity of Data
- Tests of the multiperiod two-parameter model
- A Unified Approach to Structural Change Tests Based on ML Scores,FStatistics, and OLS Residuals
- Score‐based measurement invariance checks for Bayesian maximum‐a‐posteriori estimates in item response theory
- Generalized random forests
- Mixed additive modelling of global alien species co-invasions of plants and insects
- Goodness of fit in relational event models
- Survival trees based on heterogeneity in time-to-event and censoring distributions using parameter instability test
- Investigating heterogeneity in IRTree models for multiple response processes with score-based partitioning
- Goodness-of-fit tests for a heavy tailed distribution
- Implementing a class of structural change tests: an econometric computing approach
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