Testing and dating of structural changes in practice
暂无分享,去创建一个
Kurt Hornik | Achim Zeileis | Christian Kleiber | Walter Krämer | K. Hornik | A. Zeileis | Christian Kleiber | W. Krämer
[1] Joe H. Sullivan,et al. Estimating the Locations of Multiple Change Points in the Mean , 2002, Comput. Stat..
[2] Achim Zeileis,et al. Strucchange: An R package for testing for structural change in linear regression models , 2002 .
[3] D. Hawkins. Fitting multiple change-point models to data , 2001 .
[4] P. Perron,et al. Computation and Analysis of Multiple Structural-Change Models , 1998 .
[5] J. Bai,et al. Estimation of a Change Point in Multiple Regression Models , 1997, Review of Economics and Statistics.
[6] B. Hansen. Approximate Asymptotic P Values for Structural-Change Tests , 1997 .
[7] K. Hornik,et al. Mosum Tests for Parameter Constancy , 1995 .
[8] K. Hornik,et al. The Moving-Estimates Test for Parameter Stability , 1995, Econometric Theory.
[9] K. Hornik,et al. The generalized fluctuation test: A unifying view , 1995 .
[10] P. Perron,et al. Estimating and testing linear models with multiple structural changes , 1995 .
[11] D. Andrews. Tests for Parameter Instability and Structural Change with Unknown Change Point , 1993 .
[12] Nathan S. Balke. Detecting Level Shifts in Time Series , 1993 .
[13] D. Andrews,et al. Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative , 1992 .
[14] Walter Krämer,et al. The CUSUM test for OLS residuals , 1992 .
[15] L. Dümbgen. The Asymptotic Behavior of Some Nonparametric Change-Point Estimators , 1991 .
[16] T. Hastie,et al. Statistical Models in S , 1991 .
[17] P. Hackl,et al. Statistical analysis of “structural change”: An annotated bibliography , 1989 .
[18] W. Krämer,et al. A new test for structural stability in the linear regression model , 1989 .
[19] W. Krämer,et al. Testing for structural change in dynamic models , 1988 .
[20] A. C. Harvey,et al. The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling , 1986 .
[21] A. Harvey,et al. The effect of seat belt legislation on British road casualties: a case study in structural time series modelling , 1986 .
[22] ScienceDirect. Computational statistics & data analysis , 1983 .
[23] G. Cobb. The problem of the Nile: Conditional solution to a changepoint problem , 1978 .
[24] D. Hawkins. POINT ESTIMATION OF THE PARAMETERS OF PIECEWISE REGRESSION MODELS. , 1976 .
[25] J. Durbin,et al. Techniques for Testing the Constancy of Regression Relationships Over Time , 1975 .
[26] C. E. Rogers,et al. Symbolic Description of Factorial Models for Analysis of Variance , 1973 .
[27] J. Tukey. The Future of Data Analysis , 1962 .
[28] K. Pearson. Biometrika , 1902, The American Naturalist.