Selective linear segmentation for detecting relevant parameter changes
Fuente:
arXiv
Saved in:
| Main Authors: | Dufays, Arnaud, Houndetoungan, Aristide, Coën, Alain |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Count Data Models with Heterogeneous Peer Effects under Rational Expectations
by: Houndetoungan, Aristide
Published: (2024)
by: Houndetoungan, Aristide
Published: (2024)
Quantile Peer Effect Models
by: Houndetoungan, Aristide
Published: (2025)
by: Houndetoungan, Aristide
Published: (2025)
Count Data Models With Heterogeneous Peer Effects Under Rational Expectations
by: Aristide Houndetoungan
Published: (2026)
by: Aristide Houndetoungan
Published: (2026)
Estimating Peer Effects Using Partial Network Data
by: Boucher, Vincent, et al.
Published: (2025)
by: Boucher, Vincent, et al.
Published: (2025)
Inference for Two-Stage Extremum Estimators
by: Houndetoungan, Aristide, et al.
Published: (2024)
by: Houndetoungan, Aristide, et al.
Published: (2024)
Identifying Peer Effects in Networks with Unobserved Effort and Isolated Students
by: Houndetoungan, Aristide, et al.
Published: (2024)
by: Houndetoungan, Aristide, et al.
Published: (2024)
Detecting multiple change points in linear models with heteroscedasticity
by: Horvath, Lajos, et al.
Published: (2025)
by: Horvath, Lajos, et al.
Published: (2025)
Process Utility in High-Stakes Competition
by: Dupuy, Arnaud
Published: (2026)
by: Dupuy, Arnaud
Published: (2026)
Structural breaks detection and variable selection in dynamic linear regression via the Iterative Fused LASSO in high dimension
by: Milfont, Angelo, et al.
Published: (2025)
by: Milfont, Angelo, et al.
Published: (2025)
Policy relevance of causal quantities in networks
by: Loomba, Sahil, et al.
Published: (2025)
by: Loomba, Sahil, et al.
Published: (2025)
Policy-relevant causal effect estimation using instrumental variables with interference
by: Nibbering, Didier, et al.
Published: (2025)
by: Nibbering, Didier, et al.
Published: (2025)
Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation
by: Bunting, Jackson, et al.
Published: (2024)
by: Bunting, Jackson, et al.
Published: (2024)
The stability and economic relevance of output gap estimates
by: Alessandro Barbarino, et al.
Published: (2024)
by: Alessandro Barbarino, et al.
Published: (2024)
When is p-hacking detectable?
by: Faridani, Stefan
Published: (2025)
by: Faridani, Stefan
Published: (2025)
Estimating overidentified linear models with heteroskedasticity and outliers
by: Wang, Lei Bill
Published: (2023)
by: Wang, Lei Bill
Published: (2023)
On the role of the design phase in a linear regression
by: Choi, Junho
Published: (2025)
by: Choi, Junho
Published: (2025)
Decomposing Co-Movements in Matrix-Valued Time Series: A Pseudo-Structural Reduced-Rank Approach
by: Hecq, Alain, et al.
Published: (2025)
by: Hecq, Alain, et al.
Published: (2025)
Invalid proxies and volatility changes
by: Angelini, Giovanni, et al.
Published: (2024)
by: Angelini, Giovanni, et al.
Published: (2024)
Testing linearity of spatial interaction functions à la Ramsey
by: Gupta, Abhimanyu, et al.
Published: (2024)
by: Gupta, Abhimanyu, et al.
Published: (2024)
A bias test for heteroscedastic linear least-squares regression
by: Blankmeyer, Eric
Published: (2025)
by: Blankmeyer, Eric
Published: (2025)
Verifying the existence of maximum likelihood estimates for generalized linear models
by: Correia, Sergio, et al.
Published: (2019)
by: Correia, Sergio, et al.
Published: (2019)
On the power properties of inference for parameters with interval identified sets
by: Bugni, Federico A., et al.
Published: (2024)
by: Bugni, Federico A., et al.
Published: (2024)
Linear Regressions with Combined Data
by: D'Haultfoeuille, Xavier, et al.
Published: (2024)
by: D'Haultfoeuille, Xavier, et al.
Published: (2024)
Seasonality in Mixed Causal-Noncausal Processes
by: Castro, Tomás del Barrio, et al.
Published: (2026)
by: Castro, Tomás del Barrio, et al.
Published: (2026)
Testing Clustered Equal Predictive Ability with Unknown Clusters
by: Akgun, Oguzhan, et al.
Published: (2025)
by: Akgun, Oguzhan, et al.
Published: (2025)
Optimization of the Generalized Covariance Estimator in Noncausal Processes
by: Cubadda, Gianluca, et al.
Published: (2023)
by: Cubadda, Gianluca, et al.
Published: (2023)
Selection and parallel trends
by: Ghanem, Dalia, et al.
Published: (2022)
by: Ghanem, Dalia, et al.
Published: (2022)
Latent group structure in linear panel data models with endogenous regressors
by: Choi, Junho, et al.
Published: (2024)
by: Choi, Junho, et al.
Published: (2024)
Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity
by: Pesaran, M. Hashem, et al.
Published: (2024)
by: Pesaran, M. Hashem, et al.
Published: (2024)
biastest: Testing parameter equality across different models in Stata
by: Guliyev, Hasraddin
Published: (2025)
by: Guliyev, Hasraddin
Published: (2025)
Difference-in-Differences with Sample Selection
by: Rathnayake, Gayani, et al.
Published: (2024)
by: Rathnayake, Gayani, et al.
Published: (2024)
Dyadic Regression with Sample Selection
by: Sakamoto, Kensuke
Published: (2024)
by: Sakamoto, Kensuke
Published: (2024)
Analysis of interactive fixed effects dynamic linear panel regression with measurement error
by: Lee, Nayoung, et al.
Published: (2026)
by: Lee, Nayoung, et al.
Published: (2026)
Regularized Generalized Covariance (RGCov) Estimator
by: Giancaterini, Francesco, et al.
Published: (2025)
by: Giancaterini, Francesco, et al.
Published: (2025)
Shrinkage Regularization for (Non)Linear Serial Dependence Test
by: Giancaterini, Francesco, et al.
Published: (2026)
by: Giancaterini, Francesco, et al.
Published: (2026)
Bubble Detection with Application to Green Bubbles: A Noncausal Approach
by: Giancaterini, Francesco, et al.
Published: (2025)
by: Giancaterini, Francesco, et al.
Published: (2025)
Fast Algorithms for Quantile Regression with Selection
by: Pereda-Fernández, Santiago
Published: (2024)
by: Pereda-Fernández, Santiago
Published: (2024)
Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
by: Pesaran, M. Hashem, et al.
Published: (2024)
by: Pesaran, M. Hashem, et al.
Published: (2024)
Identification and estimation of treatment effects in a linear factor model with fixed number of time periods
by: Fusejima, Koki, et al.
Published: (2025)
by: Fusejima, Koki, et al.
Published: (2025)
Mean Square Errors of factors extracted using principal components, linear projections, and Kalman filter
by: Barigozzi, Matteo, et al.
Published: (2026)
by: Barigozzi, Matteo, et al.
Published: (2026)
Similar Items
-
Count Data Models with Heterogeneous Peer Effects under Rational Expectations
by: Houndetoungan, Aristide
Published: (2024) -
Quantile Peer Effect Models
by: Houndetoungan, Aristide
Published: (2025) -
Count Data Models With Heterogeneous Peer Effects Under Rational Expectations
by: Aristide Houndetoungan
Published: (2026) -
Estimating Peer Effects Using Partial Network Data
by: Boucher, Vincent, et al.
Published: (2025) -
Inference for Two-Stage Extremum Estimators
by: Houndetoungan, Aristide, et al.
Published: (2024)