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subject:"Estimation"
~isPartOf:"Discussion papers / Graduate School of Economics, Hitotsubashi University"
~subject:"Statistischer Test"
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Estimation
Statistischer Test
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Discussion papers / Graduate School of Economics, Hitotsubashi University
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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Change-point estimators with the weighted objective function when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
-
2023
Persistent link: https://www.econbiz.de/10014426316
Saved in:
2
Pitfalls of two step testing for changes in the error variance and coefficients of a linear regression model
Perron, Pierre
;
Yamamoto, Yohei
-
2019
Persistent link: https://www.econbiz.de/10012418079
Saved in:
3
Testing for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
-
2018
Persistent link: https://www.econbiz.de/10011962445
Saved in:
4
Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji
;
Skrobotov, Anton
-
2016
Persistent link: https://www.econbiz.de/10011549903
Saved in:
5
Confidence sets for the break date based on optimal tests
Kurozumi, Eiji
;
Yamamoto, Yohei
-
2015
Persistent link: https://www.econbiz.de/10011349992
Saved in:
6
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
-
2014
Persistent link: https://www.econbiz.de/10010429183
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