Cover Image

Detecting multiple change points in linear models with heteroscedasticity

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Horvath, Lajos, Rice, Gregory, Zhao, Yuqian
Format:	Preprint
Published:	2025
Subjects:	Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Real-time monitoring with RCA models
by: Horváth, Lajos, et al.
Published: (2023)

A bias test for heteroscedastic linear least-squares regression
by: Blankmeyer, Eric
Published: (2025)

Sequential monitoring for explosive volatility regimes
by: Horvath, Lajos, et al.
Published: (2024)

Wild inference for wild SVARs with application to heteroscedasticity-based IV
by: Gafarov, Bulat, et al.
Published: (2024)

Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments
by: Boldea, Otilia, et al.
Published: (2025)

Selective linear segmentation for detecting relevant parameter changes
by: Dufays, Arnaud, et al.
Published: (2024)

Efficient two-sample instrumental variable estimators with change points and near-weak identification
by: Antoine, Bertille, et al.
Published: (2024)

Estimating overidentified linear models with heteroskedasticity and outliers
by: Wang, Lei Bill
Published: (2023)

Estimation and inference in models with multiple behavioural equilibria
by: Mayer, Alexander, et al.
Published: (2025)

Verifying the existence of maximum likelihood estimates for generalized linear models
by: Correia, Sergio, et al.
Published: (2019)

Latent group structure in linear panel data models with endogenous regressors
by: Choi, Junho, et al.
Published: (2024)

Estimation and exclusion restrictions in clustered linear models
by: Mikusheva, Anna, et al.
Published: (2025)

Identification and estimation of treatment effects in a linear factor model with fixed number of time periods
by: Fusejima, Koki, et al.
Published: (2025)

Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
by: Pesaran, M. Hashem, et al.
Published: (2024)

Stochastic Deep Learning: A Probabilistic Framework for Modeling Uncertainty in Structured Temporal Data
by: Rice, James
Published: (2026)

Weak Identification in Low-Dimensional Factor Models with One or Two Factors
by: Cox, Gregory
Published: (2022)

An unbounded intensity model for point processes
by: Christensen, Kim, et al.
Published: (2024)

A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality
by: Cox, Gregory Fletcher
Published: (2024)

Dynamic treatment effects: high-dimensional inference under model misspecification
by: Zhang, Yuqian, et al.
Published: (2021)

On the role of the design phase in a linear regression
by: Choi, Junho
Published: (2025)

Invalid proxies and volatility changes
by: Angelini, Giovanni, et al.
Published: (2024)

Robustness to missing data: breakdown point analysis
by: Ober-Reynolds, Daniel
Published: (2024)

Testing linearity of spatial interaction functions à la Ramsey
by: Gupta, Abhimanyu, et al.
Published: (2024)

A model of multiple hypothesis testing
by: Viviano, Davide, et al.
Published: (2021)

Regularizing stock return covariance matrices via multiple testing of correlations
by: Luger, Richard
Published: (2024)

Correcting invalid regression discontinuity designs with multiple time period data
by: Leventer, Dor, et al.
Published: (2024)

Analysis of interactive fixed effects dynamic linear panel regression with measurement error
by: Lee, Nayoung, et al.
Published: (2026)

Mean Square Errors of factors extracted using principal components, linear projections, and Kalman filter
by: Barigozzi, Matteo, et al.
Published: (2026)

GPT takes the SAT: Tracing changes in Test Difficulty and Math Performance of Students
by: Krishnaveti, Vikram, et al.
Published: (2024)

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)

Conduct Parameter Estimation in Homogeneous Goods Markets with Equilibrium Existence and Uniqueness Conditions: The Case of Log-linear Specification
by: Matsumura, Yuri, et al.
Published: (2024)

Multilevel non-linear interrupted time series analysis
by: Waken, RJ, et al.
Published: (2025)

Non-linear Triple Changes Estimator for Targeted Policies
by: Akbari, Sina, et al.
Published: (2024)

Potential weights and implicit causal designs in linear regression
by: Chen, Jiafeng
Published: (2024)

Is completeness necessary? Estimation in nonidentified linear models
by: Babii, Andrii, et al.
Published: (2017)

Partial identification via conditional linear programs: estimation and policy learning
by: Ben-Michael, Eli
Published: (2025)

Non-linear dependence and Granger causality: A vine copula approach
by: Fuentes-Martínez, Roberto, et al.
Published: (2024)

The Power of Tests for Detecting $p$-Hacking
by: Elliott, Graham, et al.
Published: (2022)

Weak Identification with Bounds in a Class of Minimum Distance Models
by: Cox, Gregory Fletcher
Published: (2020)

Counterfactuals in factor models
by: Beyhum, Jad
Published: (2024)